+114.1%
EEM vs MAS
+219.2%
-105.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | -0.9% | +3.6% | -4.5% | -2.0% |
| 30D | -9.3% | +23.8% | -33.1% | -15.5% |
| 3M | -7.1% | +14.4% | -21.5% | -11.3% |
| 6M | -10.4% | +19.7% | -30.1% | -16.3% |
| YTD | +11.3% | +36.0% | -24.7% | -1.0% |
| 1Y | +11.3% | +40.4% | -29.1% | -2.2% |
| 3Y | +69.6% | +58.9% | +10.7% | +38.9% |
| 5Y | +33.6% | +44.5% | -10.9% | +10.6% |
| 10Y | +114.1% | +214.8% | -100.6% | +29.5% |
| All | +114.1% | +219.2% | -105.1% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling