+161.8%
MS vs EMB
+28.2%
+133.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.1% |
| 7D | -3.4% | -0.3% | -3.1% | -2.8% |
| 30D | -3.9% | +1.1% | -5.0% | -5.5% |
| 3M | -15.9% | -2.9% | -13.0% | -11.6% |
| 6M | -2.5% | -2.1% | -0.4% | +1.2% |
| YTD | +5.1% | -1.1% | +6.2% | +7.5% |
| 1Y | +13.0% | +0.3% | +12.6% | +13.0% |
| All | +161.8% | +28.2% | +133.6% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling