+124.8%
MS vs EMR
+89.8%
+35.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.9% |
| 7D | +0.8% | +0.7% | +0.1% | +0.5% |
| 30D | -0.7% | +3.5% | -4.2% | -2.6% |
| 3M | -12.4% | +5.9% | -18.3% | -15.5% |
| 6M | -1.7% | +19.4% | -21.2% | -12.2% |
| YTD | +8.0% | +27.7% | -19.6% | -8.7% |
| 1Y | +16.2% | +30.9% | -14.7% | -3.4% |
| 3Y | +171.3% | +104.2% | +67.1% | +66.1% |
| 5Y | +124.8% | +89.6% | +35.2% | +41.4% |
| All | +124.8% | +89.8% | +35.0% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling