+553.1%
MA vs EMB
+28.9%
+524.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.3% | -0.1% | +2.4% | +2.5% |
| 30D | +14.7% | +1.3% | +13.4% | +13.0% |
| 3M | +13.5% | -2.2% | +15.7% | +16.7% |
| 6M | +33.1% | -2.3% | +35.5% | +36.9% |
| YTD | +15.1% | -0.6% | +15.7% | +15.6% |
| 1Y | +18.7% | +0.5% | +18.2% | +17.7% |
| 3Y | +72.1% | +29.4% | +42.7% | +24.6% |
| 5Y | +92.8% | +6.5% | +86.3% | +83.0% |
| All | +553.1% | +28.9% | +524.2% | +403.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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