+109.6%
EEM vs MS
+614.4%
-504.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.3% | +1.6% |
| 7D | -0.1% | +0.7% | -0.9% | -0.4% |
| 30D | -8.6% | -0.9% | -7.7% | -8.3% |
| 3M | -7.0% | -13.0% | +6.0% | -2.0% |
| 6M | -9.7% | -2.0% | -7.7% | -9.2% |
| YTD | +12.1% | +7.8% | +4.4% | +8.3% |
| 1Y | +14.1% | +17.9% | -3.8% | +6.4% |
| 3Y | +72.1% | +174.8% | -102.7% | +11.6% |
| 5Y | +34.1% | +119.9% | -85.8% | -6.9% |
| 10Y | +109.6% | +578.8% | -469.2% | +1.8% |
| All | +109.6% | +614.4% | -504.8% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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