+145.6%
IEMG vs MSI
+1,050.9%
-905.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.4% |
| 7D | +2.8% | -5.8% | +8.5% | +4.7% |
| 30D | +4.6% | -1.0% | +5.6% | +4.9% |
| 3M | +5.5% | +14.2% | -8.6% | +0.5% |
| 6M | +19.7% | +1.0% | +18.6% | +18.2% |
| YTD | +25.5% | +21.5% | +4.1% | +16.1% |
| 1Y | +35.5% | -2.1% | +37.6% | +34.8% |
| 3Y | +88.0% | +69.3% | +18.6% | +50.5% |
| 5Y | +50.6% | +99.3% | -48.7% | +11.1% |
| 10Y | +138.4% | +595.0% | -456.7% | +6.9% |
| All | +145.6% | +1,050.9% | -905.4% | -8.5% |
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