+820.4%
MSCI vs EMB
+36.3%
+784.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -1.9% | -0.4% | -1.5% | -1.3% |
| 30D | +16.5% | +1.5% | +14.9% | +13.9% |
| 3M | +18.2% | -1.6% | +19.8% | +21.1% |
| 6M | +14.0% | -1.5% | +15.5% | +16.6% |
| YTD | +16.6% | -0.1% | +16.7% | +16.4% |
| 1Y | +14.8% | +0.5% | +14.3% | +13.6% |
| 3Y | +33.3% | +30.2% | +3.0% | -11.1% |
| 5Y | +9.1% | +8.6% | +0.5% | -1.8% |
| 10Y | +820.4% | +36.9% | +783.5% | +531.2% |
| All | +820.4% | +36.3% | +784.1% | +531.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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