+3.8%
MSCI vs EMB
+6.0%
-2.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +2.8% | -0.1% | +2.9% | +3.0% |
| 30D | +15.4% | +1.3% | +14.1% | +13.5% |
| 3M | +13.4% | -2.7% | +16.1% | +17.9% |
| 6M | +10.9% | -2.8% | +13.7% | +15.4% |
| YTD | +13.0% | -1.1% | +14.1% | +14.5% |
| 1Y | +12.0% | 0.0% | +12.0% | +11.7% |
| 3Y | +34.1% | +28.8% | +5.3% | -7.4% |
| All | +3.8% | +6.0% | -2.2% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling