+706.3%
EEM vs MAS
+693.2%
+13.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.4% | -2.3% | -4.5% |
| 7D | -7.4% | +4.6% | -12.0% | -9.1% |
| 30D | -15.0% | +19.9% | -34.8% | -21.1% |
| 3M | -11.7% | +8.9% | -20.6% | -15.1% |
| 6M | -10.8% | +20.2% | -30.9% | -18.1% |
| YTD | +6.7% | +33.9% | -27.2% | -7.1% |
| 1Y | +7.4% | +34.7% | -27.3% | -6.8% |
| 3Y | +62.1% | +60.4% | +1.7% | +27.2% |
| 5Y | +28.2% | +43.5% | -15.2% | +1.9% |
| 10Y | +101.2% | +226.7% | -125.5% | +7.3% |
| All | +706.3% | +693.2% | +13.1% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling