+61.7%
MAS vs EME
+185.5%
-123.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.9% | +3.4% | -2.2% |
| 7D | +4.6% | -13.6% | +18.2% | +7.0% |
| 30D | +19.9% | -27.8% | +47.6% | +26.8% |
| 3M | +8.9% | -27.6% | +36.4% | +14.9% |
| 6M | +20.2% | -36.1% | +56.3% | +29.8% |
| YTD | +33.9% | -2.5% | +36.4% | +32.3% |
| 1Y | +34.7% | -11.7% | +46.3% | +35.6% |
| All | +61.7% | +185.5% | -123.8% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling