+513.2%
MA vs EEM
+128.0%
+385.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -3.5% | +2.0% | -5.5% | -4.8% |
| 30D | +0.8% | +5.1% | -4.3% | -2.8% |
| 3M | +14.8% | +4.6% | +10.2% | +9.5% |
| 6M | +10.0% | +17.8% | -7.8% | -5.7% |
| YTD | -0.1% | +25.8% | -25.9% | -19.3% |
| 1Y | -2.2% | +36.4% | -38.6% | -26.2% |
| 3Y | +39.3% | +90.0% | -50.7% | -21.7% |
| 5Y | +66.3% | +46.6% | +19.8% | +16.4% |
| 10Y | +513.2% | +132.3% | +381.0% | +196.2% |
| All | +513.2% | +128.0% | +385.3% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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