+542.0%
MS vs EMR
+279.2%
+262.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +5.1% | +2.8% | +2.2% | +3.0% |
| 30D | +5.7% | +3.7% | +2.0% | +3.1% |
| 3M | -12.2% | +2.0% | -14.2% | -13.6% |
| 6M | -0.5% | +22.1% | -22.6% | -14.3% |
| YTD | +9.8% | +27.2% | -17.4% | -9.7% |
| 1Y | +17.7% | +32.0% | -14.3% | -5.9% |
| 3Y | +176.8% | +103.3% | +73.6% | +56.3% |
| 5Y | +123.7% | +88.2% | +35.5% | +30.7% |
| All | +542.0% | +279.2% | +262.8% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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