+6,288.2%
MS vs EMR
+2,468.5%
+3,819.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -1.1% |
| 7D | +1.4% | -1.5% | +2.9% | +2.6% |
| 30D | -0.3% | -5.6% | +5.4% | +4.2% |
| 3M | +0.3% | +7.9% | -7.6% | -6.8% |
| 6M | +31.3% | +6.0% | +25.3% | +22.5% |
| YTD | +24.7% | +16.4% | +8.2% | +6.6% |
| 1Y | +47.9% | +16.6% | +31.3% | +25.2% |
| 3Y | +178.3% | +62.9% | +115.5% | +72.4% |
| 5Y | +144.9% | +60.1% | +84.8% | +49.8% |
| 10Y | +804.5% | +268.8% | +535.8% | +154.5% |
| All | +6,288.2% | +2,468.5% | +3,819.7% | +550.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling