+3,368.7%
MSFT vs EEM
+755.2%
+2,613.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +1.2% |
| 7D | -2.4% | +5.3% | -7.7% | -5.2% |
| 30D | -3.8% | -7.0% | +3.2% | 0.0% |
| 3M | +6.4% | -8.0% | +14.4% | +11.0% |
| 6M | +28.8% | -6.6% | +35.4% | +31.8% |
| YTD | +8.8% | +12.3% | -3.5% | -0.4% |
| 1Y | +3.2% | +12.2% | -9.0% | -5.5% |
| 3Y | +44.8% | +71.2% | -26.4% | +3.6% |
| 5Y | +61.8% | +32.2% | +29.6% | +33.8% |
| 10Y | +897.9% | +120.3% | +777.6% | +534.1% |
| All | +3,368.7% | +755.2% | +2,613.5% | +807.0% |
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