+35.4%
MAS vs EME
-9.0%
+44.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.8% | -1.8% |
| 7D | +2.4% | -10.5% | +12.8% | +3.5% |
| 30D | +19.8% | -22.4% | +42.3% | +24.3% |
| 3M | +9.8% | -24.7% | +34.5% | +14.3% |
| 6M | +15.8% | -35.5% | +51.2% | +25.8% |
| YTD | +31.8% | -0.3% | +32.1% | +31.8% |
| 1Y | +35.4% | -6.7% | +42.1% | +36.0% |
| All | +35.4% | -9.0% | +44.3% | +36.0% |
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 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