+103.3%
EMR vs MSCI
+34.1%
+69.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +2.8% | +3.0% | -0.2% | +2.2% |
| 30D | +3.7% | +17.8% | -14.1% | -0.2% |
| 3M | +2.0% | +15.2% | -13.2% | -1.3% |
| 6M | +22.1% | +16.5% | +5.6% | +16.7% |
| YTD | +27.2% | +16.4% | +10.9% | +20.8% |
| 1Y | +32.0% | +16.8% | +15.2% | +25.2% |
| 3Y | +103.3% | +35.8% | +67.5% | +83.8% |
| All | +103.3% | +34.1% | +69.2% | +83.8% |
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