+30.7%
IEMG vs MSI
-2.0%
+32.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -1.3% | -0.4% | -0.9% | -1.3% |
| 30D | +1.9% | -0.8% | +2.7% | +1.9% |
| 3M | +1.4% | +13.9% | -12.5% | +1.1% |
| 6M | +15.2% | +1.3% | +13.8% | +15.2% |
| YTD | +23.8% | +22.3% | +1.5% | +23.8% |
| 1Y | +30.7% | -3.9% | +34.5% | +30.0% |
| All | +30.7% | -2.0% | +32.7% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling