+1,674.9%
MS vs IEMG
+143.7%
+1,531.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -1.2% |
| 7D | +1.4% | +2.2% | -0.9% | -0.6% |
| 30D | -0.3% | +4.6% | -4.9% | -4.3% |
| 3M | +0.3% | +0.4% | -0.1% | -1.0% |
| 6M | +31.3% | +16.4% | +15.0% | +12.3% |
| YTD | +24.7% | +25.4% | -0.8% | -0.8% |
| 1Y | +47.9% | +38.3% | +9.6% | +7.4% |
| 3Y | +178.3% | +84.1% | +94.3% | +53.8% |
| 5Y | +144.9% | +49.0% | +95.9% | +64.3% |
| 10Y | +804.5% | +141.8% | +662.7% | +285.1% |
| All | +1,674.9% | +143.7% | +1,531.2% | +620.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling