+724.1%
EEM vs MS
+767.8%
-43.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 6M | -11.6% | -5.1% | -6.6% | -10.1% |
| YTD | +9.0% | +4.5% | +4.5% | +6.6% |
| 1Y | +10.6% | +13.5% | -3.0% | +4.8% |
| 3Y | +64.4% | +160.4% | -96.0% | +11.8% |
| 5Y | +31.0% | +112.9% | -81.8% | -5.7% |
| 10Y | +105.6% | +633.4% | -527.8% | -11.6% |
| All | +724.1% | +767.8% | -43.7% | +156.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling