+749.3%
EEM vs MSI
+2,491.2%
-1,741.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | +5.3% | +2.6% | +2.7% | +4.2% |
| 30D | -7.0% | +18.1% | -25.1% | -13.5% |
| 3M | -8.0% | +13.2% | -21.2% | -13.1% |
| 6M | -6.6% | +36.3% | -42.9% | -18.9% |
| YTD | +12.3% | +39.5% | -27.2% | -4.3% |
| 1Y | +12.2% | +36.9% | -24.7% | -3.7% |
| 3Y | +71.2% | +76.1% | -4.9% | +28.8% |
| 5Y | +32.2% | +123.7% | -91.5% | -12.6% |
| 10Y | +120.3% | +664.3% | -544.0% | -20.8% |
| All | +749.3% | +2,491.2% | -1,741.9% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling