+63.3%
MSFT vs EEM
+35.1%
+28.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -3.6% |
| 7D | -6.2% | +0.7% | -6.9% | -6.7% |
| 30D | -3.7% | -6.2% | +2.5% | -0.4% |
| 3M | +3.6% | -5.2% | +8.8% | +6.2% |
| 6M | +26.8% | -8.1% | +34.9% | +30.5% |
| YTD | +8.4% | +14.0% | -5.5% | -4.1% |
| 1Y | +3.3% | +13.8% | -10.5% | -8.6% |
| 3Y | +44.3% | +73.7% | -29.5% | -8.5% |
| 5Y | +63.3% | +34.6% | +28.8% | +28.1% |
| All | +63.3% | +35.1% | +28.2% | +28.1% |
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