+503.0%
MA vs IEMG
+145.8%
+357.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | -0.2% |
| 7D | -1.7% | -1.3% | -0.4% | -0.9% |
| 30D | +1.7% | +1.9% | -0.2% | +0.1% |
| 3M | +17.2% | +1.4% | +15.8% | +14.4% |
| 6M | +13.3% | +15.2% | -1.9% | -1.6% |
| YTD | +0.2% | +23.8% | -23.6% | -18.5% |
| 1Y | -2.7% | +30.7% | -33.4% | -24.5% |
| 3Y | +39.1% | +83.3% | -44.2% | -20.6% |
| 5Y | +68.8% | +48.8% | +20.0% | +15.4% |
| All | +503.0% | +145.8% | +357.2% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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