+16.9%
EEM vs MAS
+7.5%
+9.4%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.3% |
| 7D | +2.3% | -0.8% | +3.1% | +2.5% |
| 30D | +4.5% | -5.6% | +10.1% | +6.3% |
| 3M | -0.1% | +4.4% | -4.5% | -3.3% |
| 6M | +16.9% | +7.2% | +9.7% | +12.2% |
| All | +16.9% | +7.5% | +9.4% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling