+122.9%
MS vs EMR
+87.8%
+35.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +5.1% | +2.8% | +2.2% | +3.3% |
| 30D | +5.7% | +3.7% | +2.0% | +3.5% |
| 3M | -12.2% | +2.0% | -14.2% | -13.3% |
| 6M | -0.5% | +22.1% | -22.6% | -12.3% |
| YTD | +9.8% | +27.2% | -17.4% | -7.0% |
| 1Y | +17.7% | +32.0% | -14.3% | -2.7% |
| 3Y | +176.8% | +103.3% | +73.6% | +69.9% |
| All | +122.9% | +87.8% | +35.1% | +39.1% |
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