+2,498.9%
MAR vs EMR
+890.2%
+1,608.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.9% |
| 7D | -4.2% | -1.5% | -2.6% | -3.3% |
| 30D | -6.7% | -5.6% | -1.1% | -3.6% |
| 3M | -12.5% | +7.9% | -20.4% | -17.3% |
| 6M | +0.6% | +6.0% | -5.5% | -4.5% |
| YTD | +9.1% | +16.4% | -7.3% | -2.9% |
| 1Y | +26.2% | +16.6% | +9.6% | +11.3% |
| 3Y | +68.2% | +62.9% | +5.3% | +17.7% |
| 5Y | +163.9% | +60.1% | +103.8% | +84.4% |
| 10Y | +420.6% | +268.8% | +151.8% | +113.1% |
| All | +2,498.9% | +890.2% | +1,608.7% | +487.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling