+38.1%
MA vs EMR
+58.0%
-19.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -3.5% | -1.2% | -2.2% | -3.2% |
| 30D | +0.7% | -9.4% | +10.1% | +2.8% |
| 3M | +15.8% | +8.6% | +7.2% | +13.2% |
| 6M | +10.2% | +6.7% | +3.5% | +7.7% |
| YTD | -0.5% | +13.1% | -13.5% | -4.9% |
| 1Y | -1.8% | +12.7% | -14.6% | -6.4% |
| All | +38.1% | +58.0% | -19.9% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 3y: compounded portfolio wealth divided by compounded EMR 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…
3y analysis · Full analysis span regression · 6 months rolling