+60.2%
EMR vs MKSI
+190.8%
-130.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.0% |
| 7D | -0.4% | +2.7% | -3.1% | -1.2% |
| 30D | -6.8% | -12.8% | +6.0% | -3.2% |
| 3M | +7.5% | -22.5% | +30.0% | +13.4% |
| 6M | +9.9% | +19.4% | -9.5% | +0.8% |
| YTD | +16.0% | +67.7% | -51.8% | -5.1% |
| 1Y | +12.4% | +131.4% | -119.0% | -17.8% |
| 3Y | +60.2% | +197.3% | -137.1% | +1.0% |
| All | +60.2% | +190.8% | -130.6% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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