+392.6%
EMR vs MSCI
+3,095.4%
-2,702.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.7% |
| 7D | -1.6% | +2.8% | -4.4% | -2.6% |
| 30D | +2.0% | +15.4% | -13.5% | -3.8% |
| 3M | +3.8% | +13.4% | -9.6% | -1.5% |
| 6M | +10.5% | +10.9% | -0.4% | +4.6% |
| YTD | +23.7% | +13.0% | +10.7% | +15.2% |
| 1Y | +25.4% | +12.0% | +13.4% | +17.2% |
| 3Y | +86.6% | +34.1% | +52.5% | +58.5% |
| 5Y | +83.0% | +3.9% | +79.1% | +66.7% |
| 10Y | +319.5% | +802.0% | -482.5% | +50.3% |
| All | +392.6% | +3,095.4% | -2,702.7% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling