+32.2%
EEM vs MS
+123.3%
-91.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.6% |
| 7D | +2.7% | +5.1% | -2.4% | +0.9% |
| 30D | -5.4% | +5.7% | -11.1% | -7.3% |
| 3M | -8.6% | -12.2% | +3.5% | -4.4% |
| 6M | -8.9% | -0.5% | -8.4% | -8.8% |
| YTD | +11.9% | +9.8% | +2.1% | +7.9% |
| 1Y | +13.1% | +17.7% | -4.7% | +6.4% |
| 3Y | +70.7% | +176.8% | -106.2% | +14.3% |
| All | +32.2% | +123.3% | -91.1% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling