+121.1%
EEM vs MSI
+664.3%
-543.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +2.7% | +3.2% | -0.6% | +1.7% |
| 30D | -5.4% | +17.6% | -23.0% | -10.2% |
| 3M | -8.6% | +14.5% | -23.2% | -12.7% |
| 6M | -8.9% | +34.3% | -43.1% | -17.6% |
| YTD | +11.9% | +39.7% | -27.8% | -0.9% |
| 1Y | +13.1% | +40.2% | -27.1% | 0.0% |
| 3Y | +70.7% | +77.1% | -6.5% | +35.5% |
| 5Y | +31.8% | +124.0% | -92.3% | -6.2% |
| All | +121.1% | +664.3% | -543.2% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling