+29.8%
EEM vs MS
+111.6%
-81.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.4% |
| 7D | -2.8% | -1.6% | -1.2% | -2.2% |
| 30D | -11.9% | -3.8% | -8.2% | -10.7% |
| 3M | -8.8% | -14.6% | +5.8% | -3.5% |
| 6M | -11.6% | -5.1% | -6.6% | -10.0% |
| YTD | +9.0% | +4.5% | +4.5% | +7.0% |
| 1Y | +10.6% | +13.5% | -3.0% | +5.4% |
| 3Y | +64.4% | +160.4% | -96.0% | +12.5% |
| All | +29.8% | +111.6% | -81.8% | -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