+72.3%
MSFT vs EEM
+47.0%
+25.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -1.0% | +2.0% | -3.0% | -2.1% |
| 30D | -2.7% | +5.1% | -7.7% | -5.4% |
| 3M | +22.1% | +4.6% | +17.5% | +17.7% |
| 6M | +20.6% | +17.8% | +2.8% | +6.9% |
| YTD | +2.3% | +25.8% | -23.5% | -13.8% |
| 1Y | -0.5% | +36.4% | -36.9% | -20.9% |
| 3Y | +50.5% | +90.0% | -39.5% | -7.7% |
| 5Y | +72.3% | +46.6% | +25.8% | +24.4% |
| All | +72.3% | +47.0% | +25.3% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling