+72.1%
MA vs EEM
+63.6%
+8.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.8% |
| 7D | +2.3% | -2.8% | +5.1% | +2.7% |
| 30D | +14.7% | -11.9% | +26.6% | +16.6% |
| 3M | +13.5% | -8.8% | +22.2% | +14.7% |
| 6M | +33.1% | -11.6% | +44.7% | +34.4% |
| YTD | +15.1% | +9.0% | +6.1% | +7.4% |
| 1Y | +18.7% | +10.6% | +8.2% | +10.2% |
| 3Y | +72.1% | +64.4% | +7.7% | +33.7% |
| All | +72.1% | +63.6% | +8.5% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling