+607.1%
MS vs EMB
+28.3%
+578.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.6% | -0.1% | -1.5% | -1.3% |
| 30D | -3.8% | +1.3% | -5.1% | -5.4% |
| 3M | -14.6% | -2.7% | -11.9% | -11.2% |
| 6M | -5.1% | -2.8% | -2.2% | -1.1% |
| YTD | +4.5% | -1.1% | +5.6% | +6.5% |
| 1Y | +13.5% | 0.0% | +13.6% | +14.1% |
| 3Y | +160.4% | +28.8% | +131.6% | +88.8% |
| 5Y | +112.9% | +6.0% | +106.9% | +103.3% |
| All | +607.1% | +28.3% | +578.8% | +507.8% |
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