+69.6%
EEM vs MAS
+59.6%
+10.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -0.9% | +3.6% | -4.5% | -1.6% |
| 30D | -9.3% | +23.8% | -33.1% | -13.8% |
| 3M | -7.1% | +14.4% | -21.5% | -10.1% |
| 6M | -10.4% | +19.7% | -30.1% | -14.8% |
| YTD | +11.3% | +36.0% | -24.7% | +1.8% |
| 1Y | +11.3% | +40.4% | -29.1% | +0.9% |
| 3Y | +69.6% | +58.9% | +10.7% | +45.9% |
| All | +69.6% | +59.6% | +10.0% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling