+19.8%
MA vs EEM
+11.5%
+8.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +1.3% | +2.7% | -1.4% | +1.5% |
| 30D | +9.6% | -5.4% | +15.0% | +9.0% |
| 3M | +16.8% | -8.6% | +25.4% | +15.7% |
| 6M | +35.2% | -8.9% | +44.1% | +33.6% |
| YTD | +16.6% | +11.9% | +4.6% | +13.0% |
| 1Y | +19.8% | +13.1% | +6.7% | +15.7% |
| All | +19.8% | +11.5% | +8.3% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling