+92.3%
MA vs EMR
+80.8%
+11.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +2.3% | -1.6% | +3.9% | +2.9% |
| 30D | +14.7% | +2.0% | +12.7% | +13.9% |
| 3M | +13.5% | +3.8% | +9.7% | +11.8% |
| 6M | +33.1% | +10.5% | +22.6% | +27.4% |
| YTD | +15.1% | +23.7% | -8.6% | +3.7% |
| 1Y | +18.7% | +25.4% | -6.7% | +6.3% |
| 3Y | +72.1% | +86.6% | -14.5% | +20.9% |
| All | +92.3% | +80.8% | +11.5% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling