+125.6%
IEMG vs MAS
+219.2%
-93.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -0.7% | +3.6% | -4.3% | -1.8% |
| 30D | -9.4% | +23.8% | -33.2% | -15.5% |
| 3M | -7.3% | +14.4% | -21.7% | -11.5% |
| 6M | -10.4% | +19.7% | -30.2% | -16.3% |
| YTD | +10.6% | +36.0% | -25.3% | -1.5% |
| 1Y | +10.5% | +40.4% | -29.8% | -2.7% |
| 3Y | +67.7% | +58.9% | +8.8% | +37.6% |
| 5Y | +36.2% | +44.5% | -8.3% | +12.9% |
| 10Y | +125.6% | +214.8% | -89.2% | +37.8% |
| All | +125.6% | +219.2% | -93.6% | +37.8% |
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