+5,285.6%
MS vs EMR
+2,633.0%
+2,652.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.6% | -1.4% | -2.2% |
| 7D | -3.4% | -4.8% | +1.4% | +0.6% |
| 30D | -3.9% | +0.7% | -4.7% | -4.4% |
| 3M | -15.9% | +0.4% | -16.3% | -16.5% |
| 6M | -2.5% | +18.4% | -20.9% | -16.4% |
| YTD | +5.1% | +23.9% | -18.8% | -14.6% |
| 1Y | +13.0% | +24.7% | -11.7% | -8.9% |
| 3Y | +160.7% | +86.4% | +74.3% | +44.4% |
| 5Y | +114.0% | +83.3% | +30.7% | +17.3% |
| 10Y | +637.5% | +320.2% | +317.3% | +86.1% |
| All | +5,285.6% | +2,633.0% | +2,652.6% | +421.0% |
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