+48.4%
MAR vs EMB
-0.6%
+49.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | 0.0% |
| 7D | +1.6% | -0.9% | +2.5% | +3.1% |
| 30D | +13.8% | +0.4% | +13.5% | +13.0% |
| 3M | +20.3% | -3.1% | +23.4% | +27.4% |
| 6M | +21.3% | -2.1% | +23.4% | +25.3% |
| YTD | +37.2% | -1.1% | +38.3% | +39.9% |
| 1Y | +48.4% | -0.1% | +48.5% | +45.0% |
| All | +48.4% | -0.6% | +49.0% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling