+86.6%
EMR vs MSCI
+33.6%
+53.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.4% |
| 7D | -1.6% | +2.8% | -4.4% | -2.1% |
| 30D | +2.0% | +15.4% | -13.5% | -1.3% |
| 3M | +3.8% | +13.4% | -9.6% | +0.8% |
| 6M | +10.5% | +10.9% | -0.4% | +7.0% |
| YTD | +23.7% | +13.0% | +10.7% | +18.3% |
| 1Y | +25.4% | +12.0% | +13.4% | +20.2% |
| 3Y | +86.6% | +34.1% | +52.5% | +68.2% |
| All | +86.6% | +33.6% | +53.0% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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