+556.2%
MS vs EMR
+281.0%
+275.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -1.7% | -2.0% | +0.3% | -0.3% |
| 30D | +0.9% | +2.8% | -1.9% | -1.0% |
| 3M | -10.8% | +2.0% | -12.8% | -12.2% |
| 6M | +0.9% | +20.7% | -19.8% | -12.4% |
| YTD | +9.8% | +27.3% | -17.5% | -9.7% |
| 1Y | +17.1% | +31.0% | -13.9% | -5.9% |
| 3Y | +175.7% | +103.6% | +72.1% | +55.5% |
| 5Y | +125.9% | +88.6% | +37.3% | +31.8% |
| 10Y | +556.2% | +280.6% | +275.5% | +121.1% |
| All | +556.2% | +281.0% | +275.1% | +121.1% |
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