+132.3%
EEM vs MSI
+593.5%
-461.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +2.0% | -4.0% | +6.0% | +3.3% |
| 30D | +5.1% | -0.5% | +5.5% | +5.1% |
| 3M | +4.6% | +11.4% | -6.8% | +0.6% |
| 6M | +17.8% | +1.0% | +16.8% | +16.4% |
| YTD | +25.8% | +20.7% | +5.2% | +16.9% |
| 1Y | +36.4% | -2.7% | +39.1% | +36.0% |
| 3Y | +90.0% | +68.2% | +21.8% | +52.6% |
| 5Y | +46.6% | +100.0% | -53.4% | +8.0% |
| 10Y | +132.3% | +596.9% | -464.6% | +16.2% |
| All | +132.3% | +593.5% | -461.3% | +16.2% |
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