+280.0%
EMR vs MSI
+670.3%
-390.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.7% | +7.4% | -6.7% | -2.7% |
| 30D | +3.5% | +18.7% | -15.2% | -4.7% |
| 3M | +5.9% | +14.5% | -8.5% | -1.0% |
| 6M | +19.4% | +38.1% | -18.7% | +1.1% |
| YTD | +27.7% | +38.7% | -11.1% | +6.4% |
| 1Y | +30.9% | +35.4% | -4.5% | +10.4% |
| 3Y | +104.2% | +75.1% | +29.1% | +46.8% |
| 5Y | +89.6% | +126.4% | -36.8% | +16.0% |
| 10Y | +280.0% | +671.4% | -391.4% | +46.0% |
| All | +280.0% | +670.3% | -390.3% | +46.0% |
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