+107.5%
IEMG vs MAS
+670.7%
-563.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.4% | -2.2% | -4.6% |
| 7D | -7.4% | +4.6% | -12.0% | -8.7% |
| 30D | -14.9% | +19.9% | -34.7% | -19.6% |
| 3M | -11.6% | +8.9% | -20.5% | -14.2% |
| 6M | -11.1% | +20.2% | -31.2% | -16.7% |
| YTD | +6.0% | +33.9% | -27.8% | -4.6% |
| 1Y | +6.5% | +34.7% | -28.1% | -4.5% |
| 3Y | +60.4% | +60.4% | 0.0% | +32.8% |
| 5Y | +30.8% | +43.5% | -12.7% | +9.8% |
| 10Y | +112.2% | +226.7% | -114.5% | +32.5% |
| All | +107.5% | +670.7% | -563.3% | +8.5% |
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