+43.5%
MAS vs EME
+369.3%
-325.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.9% | +3.4% | -1.4% |
| 7D | +4.6% | -13.6% | +18.2% | +8.7% |
| 30D | +19.9% | -27.8% | +47.6% | +31.6% |
| 3M | +8.9% | -27.6% | +36.4% | +19.0% |
| 6M | +20.2% | -36.1% | +56.3% | +36.2% |
| YTD | +33.9% | -2.5% | +36.4% | +29.8% |
| 1Y | +34.7% | -11.7% | +46.3% | +35.0% |
| 3Y | +60.4% | +185.1% | -124.8% | -23.8% |
| 5Y | +43.5% | +357.2% | -313.7% | -52.5% |
| All | +43.5% | +369.3% | -325.8% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling