+67.5%
MA vs EME
+565.5%
-498.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -1.8% |
| 7D | -1.8% | +5.2% | -6.9% | -2.5% |
| 30D | +1.4% | -5.4% | +6.8% | +2.1% |
| 3M | +17.7% | -6.1% | +23.8% | +18.1% |
| 6M | +9.7% | +9.7% | 0.0% | +6.0% |
| YTD | +0.5% | +26.6% | -26.1% | -6.4% |
| 1Y | -2.1% | +24.6% | -26.7% | -9.7% |
| 3Y | +40.1% | +249.6% | -209.5% | -12.7% |
| 5Y | +67.5% | +556.6% | -489.0% | -25.9% |
| All | +67.5% | +565.5% | -498.0% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling