+830.6%
EEM vs MKSI
+2,550.6%
-1,719.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.4% |
| 7D | -0.7% | +4.9% | -5.6% | -2.3% |
| 30D | +2.4% | -11.0% | +13.4% | +6.2% |
| 3M | +4.2% | -17.1% | +21.2% | +8.8% |
| 6M | +14.8% | +16.4% | -1.7% | +6.0% |
| YTD | +23.1% | +64.3% | -41.2% | +0.1% |
| 1Y | +32.5% | +137.7% | -105.2% | -6.8% |
| 3Y | +85.9% | +189.1% | -103.2% | +10.3% |
| 5Y | +43.6% | +83.1% | -39.6% | -5.6% |
| 10Y | +127.2% | +509.4% | -382.1% | -22.4% |
| All | +830.6% | +2,550.6% | -1,719.9% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling