+121.4%
IEMG vs MAS
+683.7%
-562.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +0.7% | -1.8% | +2.5% | +1.3% |
| 30D | -6.4% | +23.6% | -30.0% | -12.4% |
| 3M | -5.5% | +12.4% | -18.0% | -9.2% |
| 6M | -8.3% | +21.9% | -30.2% | -14.5% |
| YTD | +13.2% | +36.1% | -23.0% | +1.3% |
| 1Y | +13.0% | +39.5% | -26.5% | +0.2% |
| 3Y | +71.6% | +59.1% | +12.5% | +42.6% |
| 5Y | +37.1% | +44.4% | -7.3% | +14.9% |
| 10Y | +135.2% | +217.0% | -81.7% | +48.1% |
| All | +121.4% | +683.7% | -562.2% | +15.2% |
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