+872.1%
MSFT vs EEM
+130.4%
+741.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +1.7% |
| 7D | -3.5% | -0.7% | -2.8% | -3.1% |
| 30D | -2.1% | +2.4% | -4.5% | -3.9% |
| 3M | +24.2% | +4.2% | +20.0% | +18.9% |
| 6M | +21.9% | +14.8% | +7.1% | +7.1% |
| YTD | +2.5% | +23.1% | -20.6% | -15.3% |
| 1Y | -0.8% | +32.5% | -33.3% | -22.8% |
| 3Y | +50.8% | +85.9% | -35.1% | -12.1% |
| 5Y | +73.5% | +43.6% | +30.0% | +24.5% |
| All | +872.1% | +130.4% | +741.7% | +398.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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