+1,525.7%
MAR vs EMB
+128.5%
+1,397.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | -0.4% |
| 7D | +0.2% | +0.8% | -0.6% | -0.5% |
| 30D | +14.0% | +1.5% | +12.5% | +12.5% |
| 3M | +18.1% | -1.9% | +20.0% | +20.2% |
| 6M | +18.6% | -1.6% | +20.2% | +20.3% |
| YTD | +35.3% | 0.0% | +35.3% | +35.5% |
| 1Y | +44.5% | +1.1% | +43.4% | +43.4% |
| 3Y | +120.7% | +30.9% | +89.8% | +75.5% |
| 5Y | +164.1% | +7.1% | +157.0% | +148.9% |
| 10Y | +515.5% | +31.1% | +484.3% | +410.2% |
| All | +1,525.7% | +128.5% | +1,397.2% | +1,025.0% |
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 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