+1,211.4%
MAR vs EMB
+132.1%
+1,079.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.2% | 0.0% | -4.1% | -4.1% |
| 30D | -6.7% | -0.3% | -6.4% | -6.4% |
| 3M | -12.5% | -0.4% | -12.1% | -12.2% |
| 6M | +0.6% | +0.1% | +0.5% | +0.6% |
| YTD | +9.1% | +1.6% | +7.5% | +7.8% |
| 1Y | +26.2% | +5.6% | +20.6% | +20.5% |
| 3Y | +68.2% | +29.8% | +38.3% | +34.6% |
| 5Y | +163.9% | +7.3% | +156.6% | +147.9% |
| 10Y | +420.6% | +30.4% | +390.1% | +330.0% |
| All | +1,211.4% | +132.1% | +1,079.2% | +795.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling