+424.9%
MAR vs EMR
+274.4%
+150.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.1% |
| 7D | -2.1% | -1.2% | -0.9% | -1.4% |
| 30D | -5.7% | -9.4% | +3.8% | +0.1% |
| 3M | -14.6% | +8.6% | -23.2% | -19.7% |
| 6M | +1.3% | +6.7% | -5.3% | -4.3% |
| YTD | +6.7% | +13.1% | -6.4% | -3.9% |
| 1Y | +26.4% | +12.7% | +13.7% | +13.1% |
| 3Y | +64.7% | +58.1% | +6.7% | +14.4% |
| 5Y | +153.1% | +63.6% | +89.4% | +68.7% |
| All | +424.9% | +274.4% | +150.5% | +120.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling