+185.4%
MAR vs EMR
+88.1%
+97.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +1.0% | -2.0% | +3.0% | +1.9% |
| 30D | +16.2% | +2.8% | +13.4% | +14.3% |
| 3M | +23.1% | +2.0% | +21.1% | +21.4% |
| 6M | +22.0% | +20.7% | +1.2% | +9.1% |
| YTD | +39.2% | +27.3% | +11.9% | +19.3% |
| 1Y | +48.3% | +31.0% | +17.3% | +24.8% |
| 3Y | +123.4% | +103.6% | +19.8% | +38.4% |
| 5Y | +185.4% | +88.6% | +96.8% | +86.5% |
| All | +185.4% | +88.1% | +97.3% | +86.5% |
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