+62.7%
EMR vs MSI
+103.4%
-40.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | -1.5% | -3.7% | +2.2% | -0.2% |
| 30D | -5.6% | +6.8% | -12.4% | -8.3% |
| 3M | +7.9% | +14.3% | -6.4% | +2.1% |
| 6M | +6.0% | -1.6% | +7.6% | +6.1% |
| YTD | +16.4% | +22.8% | -6.3% | +5.5% |
| 1Y | +16.6% | -1.1% | +17.7% | +16.2% |
| 3Y | +62.9% | +70.5% | -7.6% | +22.7% |
| All | +62.7% | +103.4% | -40.7% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling