+428.8%
MAR vs EMR
+279.3%
+149.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.6% |
| 7D | -0.5% | +0.9% | -1.4% | -1.1% |
| 30D | -4.7% | -5.0% | +0.3% | -1.9% |
| 3M | -15.6% | +5.9% | -21.5% | -19.4% |
| 6M | +1.2% | +7.3% | -6.1% | -4.7% |
| YTD | +7.5% | +14.6% | -7.1% | -3.9% |
| 1Y | +26.6% | +15.6% | +11.0% | +11.5% |
| 3Y | +66.0% | +60.2% | +5.8% | +14.4% |
| 5Y | +154.1% | +65.8% | +88.3% | +68.0% |
| All | +428.8% | +279.3% | +149.5% | +119.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling