+631.0%
MSCI vs EME
+1,266.0%
-635.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.2% |
| 7D | -1.1% | +2.7% | -3.8% | -1.8% |
| 30D | -1.2% | -6.8% | +5.6% | +0.3% |
| 3M | -8.4% | -8.8% | +0.4% | -7.5% |
| 6M | -1.0% | +5.0% | -6.0% | -4.8% |
| YTD | -2.3% | +23.5% | -25.8% | -11.1% |
| 1Y | -1.2% | +21.3% | -22.5% | -11.3% |
| 3Y | +7.9% | +241.1% | -233.1% | -36.5% |
| 5Y | -10.1% | +549.2% | -559.2% | -58.9% |
| 10Y | +631.0% | +1,306.4% | -675.4% | +158.8% |
| All | +631.0% | +1,266.0% | -635.0% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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