+181.3%
MS vs EMR
+63.1%
+118.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.7% |
| 7D | +1.4% | -1.5% | +2.9% | +2.2% |
| 30D | -0.3% | -5.6% | +5.4% | +2.8% |
| 3M | +0.3% | +7.9% | -7.6% | -4.5% |
| 6M | +31.3% | +6.0% | +25.3% | +25.7% |
| YTD | +24.7% | +16.4% | +8.2% | +12.0% |
| 1Y | +47.9% | +16.6% | +31.3% | +32.0% |
| All | +181.3% | +63.1% | +118.2% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling