+32.3%
EEM vs MO
+11.1%
+21.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.2% |
| 30D | +2.1% | +7.1% | -5.1% | +4.4% |
| 3M | +1.0% | -2.0% | +3.0% | +0.8% |
| 6M | +15.9% | +7.3% | +8.6% | +16.8% |
| YTD | +24.6% | +23.5% | +1.2% | +27.7% |
| 1Y | +32.3% | +11.0% | +21.3% | +31.1% |
| All | +32.3% | +11.1% | +21.1% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling