+152.0%
MAR vs EMR
+62.6%
+89.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -1.7% | +3.1% | -4.8% | -3.2% |
| 30D | -6.9% | -3.5% | -3.4% | -5.3% |
| 3M | -15.8% | +9.8% | -25.6% | -20.4% |
| 6M | +1.9% | +10.8% | -8.8% | -4.6% |
| YTD | +6.6% | +15.9% | -9.3% | -3.6% |
| 1Y | +23.7% | +16.4% | +7.2% | +10.7% |
| 3Y | +64.6% | +62.1% | +2.5% | +18.8% |
| All | +152.0% | +62.6% | +89.4% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling