+85.9%
EEM vs MKSI
+190.8%
-104.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.8% |
| 7D | -1.3% | +2.7% | -3.9% | -1.8% |
| 30D | +2.1% | -12.8% | +14.9% | +5.1% |
| 3M | +1.0% | -22.5% | +23.5% | +5.8% |
| 6M | +15.9% | +19.4% | -3.5% | +11.0% |
| YTD | +24.6% | +67.7% | -43.1% | +11.6% |
| 1Y | +32.3% | +131.4% | -99.1% | +10.7% |
| 3Y | +85.9% | +197.3% | -111.4% | +40.5% |
| All | +85.9% | +190.8% | -104.9% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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