# NOT RUN {
data(portfolio_bacon)
MAR = 0.005
print(M2Sortino(portfolio_bacon[,1], portfolio_bacon[,2], MAR)) #expected 0.1035
data(managers)
MAR = 0
print(MSquaredExcess(managers['1996',1], managers['1996',8], MAR))
print(MSquaredExcess(managers['1996',1:5], managers['1996',8], MAR))
# }
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