+4,162.2%
EMR vs MSI
+4,457.4%
-295.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -1.6% | +4.7% | -6.2% | -2.8% |
| 30D | +2.0% | +14.8% | -12.8% | -1.6% |
| 3M | +3.8% | +8.8% | -5.0% | +1.4% |
| 6M | +10.5% | +19.3% | -8.8% | +5.0% |
| YTD | +23.7% | +35.3% | -11.6% | +13.6% |
| 1Y | +25.4% | +33.8% | -8.4% | +15.4% |
| 3Y | +86.6% | +74.4% | +12.1% | +59.8% |
| 5Y | +83.0% | +120.5% | -37.5% | +47.2% |
| 10Y | +319.5% | +685.2% | -365.7% | +151.5% |
| All | +4,162.2% | +4,457.4% | -295.2% | +1,215.8% |
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