+537.0%
MS vs EMB
+36.8%
+500.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | +0.4% |
| 7D | +3.7% | -0.7% | +4.4% | +4.7% |
| 30D | +2.0% | +0.5% | +1.4% | +1.3% |
| 3M | -12.6% | -2.5% | -10.1% | -9.3% |
| 6M | -0.3% | -2.0% | +1.8% | +2.9% |
| YTD | +9.0% | -0.9% | +9.8% | +10.8% |
| 1Y | +13.9% | -0.3% | +14.2% | +14.9% |
| 3Y | +173.6% | +29.2% | +144.4% | +94.8% |
| 5Y | +122.0% | +7.4% | +114.5% | +108.4% |
| All | +537.0% | +36.8% | +500.2% | +429.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling