+794.2%
MS vs EME
+1,278.1%
-483.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.9% |
| 7D | +2.5% | +5.2% | -2.7% | -0.1% |
| 30D | 0.0% | -5.4% | +5.3% | +2.4% |
| 3M | +2.4% | -6.1% | +8.5% | +4.0% |
| 6M | +36.4% | +9.7% | +26.7% | +26.8% |
| YTD | +23.8% | +26.6% | -2.8% | +6.0% |
| 1Y | +48.6% | +24.6% | +24.0% | +25.1% |
| 3Y | +179.1% | +249.6% | -70.4% | +21.7% |
| 5Y | +144.8% | +556.6% | -411.7% | -29.8% |
| 10Y | +794.2% | +1,286.6% | -492.4% | +55.7% |
| All | +794.2% | +1,278.1% | -483.9% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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