+117.6%
IEMG vs MSI
+1,224.0%
-1,106.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.7% | +3.2% | -0.5% | +1.7% |
| 30D | -5.7% | +17.6% | -23.3% | -10.6% |
| 3M | -8.8% | +14.5% | -23.3% | -12.9% |
| 6M | -8.9% | +34.3% | -43.2% | -17.9% |
| YTD | +11.2% | +39.7% | -28.5% | -1.9% |
| 1Y | +12.2% | +40.2% | -28.0% | -1.1% |
| 3Y | +68.5% | +77.1% | -8.6% | +33.5% |
| 5Y | +34.3% | +124.0% | -89.7% | -4.5% |
| 10Y | +131.1% | +665.5% | -534.4% | +0.6% |
| All | +117.6% | +1,224.0% | -1,106.4% | -22.7% |
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