+145.1%
MS vs EMB
+7.4%
+137.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -0.3% | -0.3% | 0.0% | +0.2% |
| 3M | +0.3% | -0.4% | +0.7% | +0.9% |
| 6M | +31.3% | +0.1% | +31.2% | +31.5% |
| YTD | +24.7% | +1.6% | +23.1% | +22.6% |
| 1Y | +47.9% | +5.6% | +42.3% | +38.8% |
| 3Y | +178.3% | +29.8% | +148.5% | +107.4% |
| All | +145.1% | +7.4% | +137.7% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling