-2.2%
MA vs EEM
+36.6%
-38.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -3.5% | +2.0% | -5.5% | -3.3% |
| 30D | +0.8% | +5.1% | -4.3% | +1.2% |
| 3M | +14.8% | +4.6% | +10.2% | +14.9% |
| 6M | +10.0% | +17.8% | -7.8% | +7.5% |
| YTD | -0.1% | +25.8% | -25.9% | -2.8% |
| 1Y | -2.2% | +36.4% | -38.6% | -10.0% |
| All | -2.2% | +36.6% | -38.8% | -10.0% |
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