+803.2%
MS vs IEMG
+140.4%
+662.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | +1.7% | +1.6% | +0.1% | +0.2% |
| 30D | 0.0% | +4.6% | -4.6% | -4.1% |
| 3M | +3.0% | +4.8% | -1.9% | -2.2% |
| 6M | +35.7% | +16.8% | +18.9% | +15.1% |
| YTD | +23.3% | +24.8% | -1.5% | -2.1% |
| 1Y | +44.7% | +34.3% | +10.4% | +7.1% |
| 3Y | +178.0% | +87.0% | +91.0% | +48.2% |
| 5Y | +143.2% | +49.9% | +93.2% | +60.4% |
| 10Y | +803.2% | +144.8% | +658.4% | +310.7% |
| All | +803.2% | +140.4% | +662.8% | +310.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 10y: compounded portfolio wealth divided by compounded IEMG 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…
10y analysis · Full analysis span regression · 6 months rolling