+1,499.2%
MAS vs EME
+48,270.5%
-46,771.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.9% | +3.4% | -0.9% |
| 7D | +4.6% | -13.6% | +18.2% | +9.8% |
| 30D | +19.9% | -27.8% | +47.6% | +34.2% |
| 3M | +8.9% | -27.6% | +36.4% | +21.2% |
| 6M | +20.2% | -36.1% | +56.3% | +38.5% |
| YTD | +33.9% | -2.5% | +36.4% | +30.3% |
| 1Y | +34.7% | -11.7% | +46.3% | +35.7% |
| 3Y | +60.4% | +185.1% | -124.8% | -3.7% |
| 5Y | +43.5% | +357.2% | -313.7% | -28.6% |
| 10Y | +226.7% | +931.7% | -705.0% | +11.8% |
| All | +1,499.2% | +48,270.5% | -46,771.3% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling