+51.2%
MSFT vs EEM
+90.8%
-39.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -1.4% | +3.1% | -4.5% | -2.5% |
| 30D | -1.0% | +4.9% | -5.9% | -2.9% |
| 3M | +20.2% | +5.2% | +15.0% | +16.6% |
| 6M | +21.3% | +20.7% | +0.6% | +9.4% |
| YTD | +2.8% | +26.5% | -23.7% | -10.1% |
| 1Y | 0.0% | +37.8% | -37.9% | -16.7% |
| 3Y | +51.2% | +91.0% | -39.7% | +3.4% |
| All | +51.2% | +90.8% | -39.6% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling