+3,214.1%
MSFT vs EEM
+860.9%
+2,353.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.9% | -3.0% |
| 7D | -2.7% | +2.3% | -5.0% | -3.9% |
| 30D | +2.7% | +4.5% | -1.8% | 0.0% |
| 3M | +17.0% | -0.1% | +17.0% | +15.9% |
| 6M | +23.8% | +16.9% | +6.9% | +11.6% |
| YTD | +4.0% | +26.2% | -22.2% | -10.5% |
| 1Y | -0.8% | +40.5% | -41.3% | -19.8% |
| 3Y | +55.6% | +86.2% | -30.6% | +6.6% |
| 5Y | +72.9% | +45.5% | +27.4% | +35.8% |
| 10Y | +875.8% | +128.6% | +747.2% | +505.9% |
| All | +3,214.1% | +860.9% | +2,353.2% | +714.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling