+847.5%
MSCI vs EME
+905.2%
-57.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.5% |
| 7D | +3.0% | +8.4% | -5.4% | +0.9% |
| 30D | +17.8% | -11.5% | +29.3% | +20.7% |
| 3M | +15.2% | -20.6% | +35.8% | +20.8% |
| 6M | +16.5% | -28.5% | +45.0% | +24.3% |
| YTD | +16.4% | +8.0% | +8.4% | +8.3% |
| 1Y | +16.8% | +6.8% | +10.1% | +8.9% |
| 3Y | +35.8% | +213.9% | -178.1% | -20.4% |
| 5Y | +7.0% | +414.8% | -407.8% | -49.0% |
| All | +847.5% | +905.2% | -57.7% | +236.1% |
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