+176.8%
MS vs EME
+216.1%
-39.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +5.1% | +8.4% | -3.3% | +2.4% |
| 30D | +5.7% | -11.5% | +17.2% | +9.3% |
| 3M | -12.2% | -20.6% | +8.5% | -6.2% |
| 6M | -0.5% | -28.5% | +28.0% | +9.3% |
| YTD | +9.8% | +8.0% | +1.8% | +4.1% |
| 1Y | +17.7% | +6.8% | +11.0% | +11.9% |
| 3Y | +176.8% | +213.9% | -37.1% | +84.5% |
| All | +176.8% | +216.1% | -39.3% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling