+181.1%
MS vs IEMG
+87.8%
+93.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.9% |
| 7D | +1.4% | +2.2% | -0.9% | -0.2% |
| 30D | -0.3% | +4.6% | -4.9% | -3.4% |
| 3M | +0.3% | +0.4% | -0.1% | -0.7% |
| 6M | +31.3% | +16.4% | +15.0% | +15.2% |
| YTD | +24.7% | +25.4% | -0.8% | +2.2% |
| 1Y | +47.9% | +38.3% | +9.6% | +11.6% |
| All | +181.1% | +87.8% | +93.2% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling