+851.2%
EEM vs MO
+3,726.5%
-2,875.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +2.0% | -2.4% | +4.4% | +3.0% |
| 30D | +5.1% | +3.6% | +1.5% | +3.3% |
| 3M | +4.6% | -3.7% | +8.3% | +4.9% |
| 6M | +17.8% | +4.5% | +13.3% | +12.8% |
| YTD | +25.8% | +21.5% | +4.3% | +11.8% |
| 1Y | +36.4% | +9.5% | +26.9% | +26.6% |
| 3Y | +90.0% | +93.6% | -3.6% | +29.9% |
| 5Y | +46.6% | +97.5% | -50.9% | -3.8% |
| 10Y | +132.3% | +111.2% | +21.1% | +34.3% |
| All | +851.2% | +3,726.5% | -2,875.3% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling