+161.8%
MS vs EMR
+86.0%
+75.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.6% | -1.4% | -3.4% |
| 7D | -3.4% | -4.8% | +1.4% | -0.6% |
| 30D | -3.9% | +0.7% | -4.7% | -4.2% |
| 3M | -15.9% | +0.4% | -16.3% | -16.2% |
| 6M | -2.5% | +18.4% | -20.9% | -11.9% |
| YTD | +5.1% | +23.9% | -18.8% | -8.6% |
| 1Y | +13.0% | +24.7% | -11.7% | -2.3% |
| All | +161.8% | +86.0% | +75.8% | +84.5% |
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 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