+217.1%
MAS vs EME
+933.6%
-716.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.8% | -2.3% |
| 7D | +2.4% | -10.5% | +12.8% | +5.7% |
| 30D | +19.8% | -22.4% | +42.3% | +29.9% |
| 3M | +9.8% | -24.7% | +34.5% | +19.8% |
| 6M | +15.8% | -35.5% | +51.2% | +32.2% |
| YTD | +31.8% | -0.3% | +32.1% | +26.9% |
| 1Y | +35.4% | -6.7% | +42.1% | +33.3% |
| 3Y | +59.2% | +190.6% | -131.4% | -11.2% |
| 5Y | +41.2% | +367.3% | -326.0% | -36.8% |
| All | +217.1% | +933.6% | -716.5% | -2.7% |
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