+78.7%
EEM vs MSCI
+3,174.4%
-3,095.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.4% |
| 7D | -0.9% | +2.7% | -3.5% | -2.0% |
| 30D | -9.3% | +16.2% | -25.6% | -14.9% |
| 3M | -7.1% | +17.1% | -24.1% | -13.2% |
| 6M | -10.4% | +13.0% | -23.4% | -16.1% |
| YTD | +11.3% | +15.8% | -4.5% | +2.2% |
| 1Y | +11.3% | +15.5% | -4.2% | +2.2% |
| 3Y | +69.6% | +32.3% | +37.3% | +41.8% |
| 5Y | +33.6% | +8.2% | +25.5% | +17.1% |
| 10Y | +114.1% | +800.7% | -686.6% | -35.0% |
| All | +78.7% | +3,174.4% | -3,095.7% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling