+4,298.5%
EMR vs MSI
+4,571.4%
-272.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.7% | +7.4% | -6.7% | -1.1% |
| 30D | +3.5% | +18.7% | -15.2% | -0.9% |
| 3M | +5.9% | +14.5% | -8.5% | +2.2% |
| 6M | +19.4% | +38.1% | -18.7% | +9.6% |
| YTD | +27.7% | +38.7% | -11.1% | +16.5% |
| 1Y | +30.9% | +35.4% | -4.5% | +20.2% |
| 3Y | +104.2% | +75.1% | +29.1% | +74.8% |
| 5Y | +89.6% | +126.4% | -36.8% | +51.5% |
| 10Y | +280.0% | +671.4% | -391.4% | +128.6% |
| All | +4,298.5% | +4,571.4% | -272.9% | +1,249.8% |
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