+301.5%
EMR vs MSI
+689.5%
-388.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +3.2% |
| 7D | +2.1% | +8.3% | -6.2% | -1.7% |
| 30D | +4.8% | +18.9% | -14.1% | -3.6% |
| 3M | +7.5% | +13.2% | -5.7% | +1.0% |
| 6M | +20.9% | +38.3% | -17.4% | +2.3% |
| YTD | +29.2% | +38.9% | -9.7% | +7.6% |
| 1Y | +33.0% | +36.7% | -3.7% | +11.6% |
| 3Y | +109.8% | +76.6% | +33.2% | +50.1% |
| 5Y | +91.9% | +124.5% | -32.5% | +17.9% |
| 10Y | +301.5% | +674.5% | -373.0% | +54.1% |
| All | +301.5% | +689.5% | -388.0% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling