+47.0%
EEM vs MSCI
-10.9%
+57.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +1.0% |
| 7D | +3.1% | -2.1% | +5.2% | +3.5% |
| 30D | +4.9% | -1.7% | +6.6% | +5.2% |
| 3M | +5.2% | -8.2% | +13.5% | +6.6% |
| 6M | +20.7% | -2.4% | +23.1% | +20.1% |
| YTD | +26.5% | -2.8% | +29.3% | +25.5% |
| 1Y | +37.8% | -2.7% | +40.5% | +36.3% |
| 3Y | +91.0% | +7.3% | +83.7% | +80.2% |
| 5Y | +47.0% | -11.4% | +58.5% | +37.1% |
| All | +47.0% | -10.9% | +57.9% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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