+114.1%
EEM vs MS
+576.8%
-462.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | -9.3% | -0.7% | -8.6% | -9.1% |
| 3M | -7.1% | -12.4% | +5.3% | -2.3% |
| 6M | -10.4% | -1.7% | -8.6% | -9.9% |
| YTD | +11.3% | +8.0% | +3.2% | +7.3% |
| 1Y | +11.3% | +16.2% | -5.0% | +4.2% |
| 3Y | +69.6% | +171.3% | -101.7% | +10.3% |
| 5Y | +33.6% | +124.8% | -91.1% | -8.2% |
| 10Y | +114.1% | +553.7% | -439.5% | -1.8% |
| All | +114.1% | +576.8% | -462.7% | -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