+854.3%
EEM vs MAS
+587.9%
+266.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.1% |
| 7D | +2.3% | -0.8% | +3.1% | +2.6% |
| 30D | +4.5% | -5.6% | +10.1% | +6.8% |
| 3M | -0.1% | +4.4% | -4.5% | -2.6% |
| 6M | +16.9% | +7.2% | +9.7% | +12.3% |
| YTD | +26.2% | +16.1% | +10.1% | +16.8% |
| 1Y | +40.5% | +0.1% | +40.4% | +37.3% |
| 3Y | +86.2% | +28.3% | +57.9% | +59.9% |
| 5Y | +45.5% | +30.5% | +15.0% | +20.1% |
| 10Y | +128.6% | +139.1% | -10.5% | +38.6% |
| All | +854.3% | +587.9% | +266.4% | +193.6% |
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