+854.3%
EEM vs MS
+935.1%
-80.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.7% |
| 7D | +2.3% | +1.4% | +0.9% | +1.8% |
| 30D | +4.5% | -0.3% | +4.8% | +4.6% |
| 3M | -0.1% | +0.3% | -0.4% | -0.3% |
| 6M | +16.9% | +31.3% | -14.4% | +5.6% |
| YTD | +26.2% | +24.7% | +1.6% | +15.7% |
| 1Y | +40.5% | +47.9% | -7.4% | +20.8% |
| 3Y | +86.2% | +178.3% | -92.2% | +23.4% |
| 5Y | +45.5% | +144.9% | -99.4% | -0.7% |
| 10Y | +128.6% | +804.5% | -675.9% | -9.0% |
| All | +854.3% | +935.1% | -80.8% | +178.3% |
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