+44.6%
EEM vs MSI
+103.4%
-58.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +2.3% | -3.7% | +6.0% | +3.1% |
| 30D | +4.5% | +6.8% | -2.3% | +2.9% |
| 3M | -0.1% | +14.3% | -14.4% | -3.2% |
| 6M | +16.9% | -1.6% | +18.5% | +17.1% |
| YTD | +26.2% | +22.8% | +3.4% | +19.4% |
| 1Y | +40.5% | -1.1% | +41.6% | +40.3% |
| 3Y | +86.2% | +70.5% | +15.7% | +55.6% |
| All | +44.6% | +103.4% | -58.8% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling