+539.2%
MAR vs EMB
+36.3%
+502.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +1.0% | -0.4% | +1.4% | +1.6% |
| 30D | +16.2% | +1.5% | +14.7% | +13.7% |
| 3M | +23.1% | -1.6% | +24.6% | +25.7% |
| 6M | +22.0% | -1.5% | +23.5% | +24.4% |
| YTD | +39.2% | -0.1% | +39.2% | +39.5% |
| 1Y | +48.3% | +0.5% | +47.7% | +47.5% |
| 3Y | +123.4% | +30.2% | +93.2% | +55.1% |
| 5Y | +185.4% | +8.6% | +176.8% | +164.4% |
| 10Y | +539.2% | +36.9% | +502.3% | +364.3% |
| All | +539.2% | +36.3% | +502.9% | +364.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling