+267.8%
EMR vs MSI
+590.9%
-323.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | +0.1% |
| 7D | +3.1% | -5.8% | +8.8% | +5.9% |
| 30D | -3.5% | -1.0% | -2.6% | -3.3% |
| 3M | +9.8% | +14.2% | -4.4% | +2.3% |
| 6M | +10.8% | +1.0% | +9.7% | +8.8% |
| YTD | +15.9% | +21.5% | -5.5% | +3.2% |
| 1Y | +16.4% | -2.1% | +18.6% | +15.4% |
| 3Y | +62.1% | +69.3% | -7.2% | +17.7% |
| 5Y | +62.9% | +99.3% | -36.4% | +6.2% |
| 10Y | +267.8% | +595.0% | -327.3% | +56.5% |
| All | +267.8% | +590.9% | -323.2% | +56.5% |
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