+133.0%
IEMG vs MAS
+215.0%
-82.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.7% | +3.0% | -0.3% | +1.8% |
| 30D | -5.7% | +22.4% | -28.1% | -11.7% |
| 3M | -8.8% | +14.5% | -23.3% | -12.9% |
| 6M | -8.9% | +27.1% | -36.0% | -16.4% |
| YTD | +11.2% | +35.8% | -24.6% | -0.9% |
| 1Y | +12.2% | +39.4% | -27.2% | -1.0% |
| 3Y | +68.5% | +60.3% | +8.3% | +37.8% |
| 5Y | +34.3% | +39.4% | -5.1% | +13.0% |
| All | +133.0% | +215.0% | -82.0% | +42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling