+109.6%
IEMG vs MAS
+213.7%
-104.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.7% |
| 7D | -2.8% | +2.0% | -4.7% | -3.4% |
| 30D | -12.0% | +19.4% | -31.4% | -17.0% |
| 3M | -9.0% | +9.4% | -18.4% | -11.9% |
| 6M | -11.8% | +15.3% | -27.2% | -16.6% |
| YTD | +8.3% | +31.3% | -23.0% | -2.5% |
| 1Y | +9.6% | +34.9% | -25.2% | -2.3% |
| 3Y | +62.3% | +58.6% | +3.7% | +33.1% |
| 5Y | +33.5% | +40.7% | -7.2% | +11.6% |
| All | +109.6% | +213.7% | -104.1% | +31.5% |
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 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