+14.8%
MSCI vs EME
+2.7%
+12.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +1.2% |
| 7D | -1.9% | +4.3% | -6.2% | -1.3% |
| 30D | +16.5% | -14.4% | +30.8% | +14.1% |
| 3M | +18.2% | -18.3% | +36.5% | +15.1% |
| 6M | +14.0% | -28.3% | +42.3% | +10.2% |
| YTD | +16.6% | +9.2% | +7.4% | +13.0% |
| 1Y | +14.8% | +4.3% | +10.6% | +11.1% |
| All | +14.8% | +2.7% | +12.1% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling