+34.9%
MAS vs EME
-9.0%
+43.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.2% |
| 7D | +2.0% | -10.5% | +12.4% | +3.1% |
| 30D | +19.4% | -22.4% | +41.8% | +23.8% |
| 3M | +9.4% | -24.7% | +34.1% | +13.9% |
| 6M | +15.3% | -35.5% | +50.8% | +25.3% |
| YTD | +31.3% | -0.3% | +31.6% | +31.3% |
| 1Y | +34.9% | -6.7% | +41.6% | +35.5% |
| All | +34.9% | -9.0% | +43.8% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling