+741.3%
EEM vs MSI
+2,476.4%
-1,735.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -0.9% | +7.4% | -8.3% | -3.9% |
| 30D | -9.3% | +18.7% | -28.1% | -15.8% |
| 3M | -7.1% | +14.5% | -21.5% | -12.6% |
| 6M | -10.4% | +38.1% | -48.5% | -22.6% |
| YTD | +11.3% | +38.7% | -27.4% | -5.0% |
| 1Y | +11.3% | +35.4% | -24.2% | -4.1% |
| 3Y | +69.6% | +75.1% | -5.5% | +27.9% |
| 5Y | +33.6% | +126.4% | -92.8% | -12.2% |
| 10Y | +114.1% | +671.4% | -557.3% | -23.4% |
| All | +741.3% | +2,476.4% | -1,735.1% | +69.3% |
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