+125.6%
EEM vs MS
+803.8%
-678.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +3.1% | +2.5% | +0.6% | +2.1% |
| 30D | +4.9% | 0.0% | +4.9% | +4.8% |
| 3M | +5.2% | +2.4% | +2.8% | +4.1% |
| 6M | +20.7% | +36.4% | -15.7% | +7.0% |
| YTD | +26.5% | +23.8% | +2.7% | +15.8% |
| 1Y | +37.8% | +48.6% | -10.8% | +17.6% |
| 3Y | +91.0% | +179.1% | -88.2% | +23.4% |
| 5Y | +47.0% | +144.8% | -97.8% | -1.9% |
| 10Y | +125.6% | +794.2% | -668.6% | -11.7% |
| All | +125.6% | +803.8% | -678.2% | -11.7% |
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