+568.4%
MA vs EEM
+109.9%
+458.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +1.0% |
| 7D | +1.8% | -0.9% | +2.7% | +2.2% |
| 30D | +11.8% | -9.3% | +21.2% | +18.9% |
| 3M | +17.2% | -7.1% | +24.2% | +21.9% |
| 6M | +33.4% | -10.4% | +43.8% | +39.2% |
| YTD | +16.1% | +11.3% | +4.9% | +1.0% |
| 1Y | +19.9% | +11.3% | +8.7% | +4.2% |
| 3Y | +70.1% | +69.6% | +0.4% | +1.7% |
| 5Y | +89.6% | +33.6% | +56.0% | +39.0% |
| 10Y | +568.4% | +114.1% | +454.3% | +235.1% |
| All | +568.4% | +109.9% | +458.5% | +235.1% |
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