+280.3%
EMR vs MSI
+663.2%
-382.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +2.7% | +2.6% | +0.1% | +1.4% |
| 30D | +2.1% | +18.1% | -16.0% | -5.8% |
| 3M | +2.3% | +13.2% | -11.0% | -4.0% |
| 6M | +22.5% | +36.3% | -13.8% | +4.4% |
| YTD | +27.2% | +39.5% | -12.3% | +5.7% |
| 1Y | +28.0% | +36.9% | -8.9% | +7.4% |
| 3Y | +103.4% | +76.1% | +27.3% | +45.8% |
| 5Y | +88.2% | +123.7% | -35.6% | +15.9% |
| All | +280.3% | +663.2% | -382.9% | +45.5% |
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