+29.8%
EEM vs MAS
+39.2%
-9.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.7% |
| 7D | -2.8% | +2.0% | -4.8% | -3.3% |
| 30D | -11.9% | +19.4% | -31.3% | -16.0% |
| 3M | -8.8% | +9.4% | -18.2% | -11.1% |
| 6M | -11.6% | +15.3% | -27.0% | -15.6% |
| YTD | +9.0% | +31.3% | -22.3% | -0.1% |
| 1Y | +10.6% | +34.9% | -24.3% | +0.5% |
| 3Y | +64.4% | +58.6% | +5.8% | +39.5% |
| All | +29.8% | +39.2% | -9.3% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling