+72.1%
MA vs EMR
+85.7%
-13.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +2.3% | -1.6% | +3.9% | +2.7% |
| 30D | +14.7% | +2.0% | +12.7% | +14.2% |
| 3M | +13.5% | +3.8% | +9.7% | +12.5% |
| 6M | +33.1% | +10.5% | +22.6% | +29.9% |
| YTD | +15.1% | +23.7% | -8.6% | +8.1% |
| 1Y | +18.7% | +25.4% | -6.7% | +11.0% |
| 3Y | +72.1% | +86.6% | -14.5% | +48.5% |
| All | +72.1% | +85.7% | -13.6% | +48.5% |
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