+3,912.1%
EMR vs MSI
+4,035.2%
-123.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | -1.5% | -3.7% | +2.2% | -0.6% |
| 30D | -5.6% | +6.8% | -12.4% | -7.4% |
| 3M | +7.9% | +14.3% | -6.4% | +4.1% |
| 6M | +6.0% | -1.6% | +7.6% | +5.8% |
| YTD | +16.4% | +22.8% | -6.3% | +9.7% |
| 1Y | +16.6% | -1.1% | +17.7% | +15.8% |
| 3Y | +62.9% | +70.5% | -7.6% | +40.4% |
| 5Y | +60.1% | +102.8% | -42.7% | +31.6% |
| 10Y | +268.8% | +597.4% | -328.7% | +127.7% |
| All | +3,912.1% | +4,035.2% | -123.1% | +1,170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling