+212.3%
MAS vs EME
+905.2%
-692.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | +3.0% | +8.4% | -5.4% | +0.2% |
| 30D | +22.4% | -11.5% | +33.9% | +26.8% |
| 3M | +14.5% | -20.6% | +35.1% | +22.7% |
| 6M | +27.1% | -28.5% | +55.6% | +40.1% |
| YTD | +35.8% | +8.0% | +27.8% | +27.1% |
| 1Y | +39.4% | +6.8% | +32.7% | +30.8% |
| 3Y | +60.3% | +213.9% | -153.6% | -13.1% |
| 5Y | +39.4% | +414.8% | -375.4% | -39.9% |
| All | +212.3% | +905.2% | -692.8% | -3.0% |
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