+145.4%
IEMG vs MAS
+568.4%
-423.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.1% |
| 7D | +2.2% | -0.8% | +3.0% | +2.5% |
| 30D | +4.6% | -5.6% | +10.2% | +6.3% |
| 3M | +0.4% | +4.4% | -4.1% | -1.6% |
| 6M | +16.4% | +7.2% | +9.2% | +12.8% |
| YTD | +25.4% | +16.1% | +9.3% | +18.2% |
| 1Y | +38.3% | +0.1% | +38.2% | +36.0% |
| 3Y | +84.1% | +28.3% | +55.8% | +63.6% |
| 5Y | +49.0% | +30.5% | +18.5% | +28.7% |
| 10Y | +141.8% | +139.1% | +2.7% | +65.4% |
| All | +145.4% | +568.4% | -423.0% | +34.4% |
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