+16.2%
MS vs EMR
+30.5%
-14.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | -0.7% | +3.5% | -4.2% | -2.1% |
| 3M | -12.4% | +5.9% | -18.3% | -14.7% |
| 6M | -1.7% | +19.4% | -21.2% | -9.8% |
| YTD | +8.0% | +27.7% | -19.6% | -5.8% |
| 1Y | +16.2% | +30.9% | -14.7% | -0.5% |
| All | +16.2% | +30.5% | -14.3% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling