+820.4%
MSCI vs EME
+948.4%
-128.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -0.1% |
| 7D | -1.9% | +4.3% | -6.2% | -3.0% |
| 30D | +16.5% | -14.4% | +30.8% | +20.3% |
| 3M | +18.2% | -18.3% | +36.5% | +23.1% |
| 6M | +14.0% | -28.3% | +42.3% | +21.6% |
| YTD | +16.6% | +9.2% | +7.4% | +8.3% |
| 1Y | +14.8% | +4.3% | +10.6% | +8.0% |
| 3Y | +33.3% | +218.6% | -185.4% | -22.0% |
| 5Y | +9.1% | +421.0% | -412.0% | -47.9% |
| 10Y | +820.4% | +928.3% | -108.0% | +228.9% |
| All | +820.4% | +948.4% | -128.0% | +228.9% |
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