+211.6%
MAS vs EME
+910.4%
-698.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +1.2% | +11.3% | -10.2% | -2.5% |
| 30D | +21.6% | -14.6% | +36.2% | +27.5% |
| 3M | +14.1% | -20.4% | +34.5% | +22.2% |
| 6M | +22.6% | -28.3% | +50.9% | +35.0% |
| YTD | +35.4% | +8.6% | +26.9% | +26.6% |
| 1Y | +37.5% | +3.2% | +34.2% | +30.7% |
| 3Y | +58.3% | +216.8% | -158.4% | -14.5% |
| 5Y | +39.1% | +417.5% | -378.4% | -40.2% |
| All | +211.6% | +910.4% | -698.8% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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