-7.5%
MSCI vs EMB
+7.4%
-14.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +0.6% | -0.3% | +0.9% | +1.0% |
| 3M | -7.1% | -0.4% | -6.7% | -6.6% |
| 6M | +0.8% | +0.1% | +0.7% | +0.5% |
| YTD | +1.0% | +1.6% | -0.6% | -1.5% |
| 1Y | +4.3% | +5.6% | -1.3% | -3.8% |
| 3Y | +9.9% | +29.8% | -19.9% | -24.7% |
| All | -7.5% | +7.4% | -14.8% | -7.5% |
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