+145.1%
MS vs EMR
+60.6%
+84.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.8% |
| 7D | +1.4% | -1.5% | +2.9% | +2.3% |
| 30D | -0.3% | -5.6% | +5.4% | +3.0% |
| 3M | +0.3% | +7.9% | -7.6% | -4.8% |
| 6M | +31.3% | +6.0% | +25.3% | +25.2% |
| YTD | +24.7% | +16.4% | +8.2% | +11.3% |
| 1Y | +47.9% | +16.6% | +31.3% | +31.2% |
| 3Y | +178.3% | +62.9% | +115.5% | +96.2% |
| All | +145.1% | +60.6% | +84.5% | +70.2% |
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