-11.4%
MSCI vs EME
+565.5%
-576.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.3% | -4.3% |
| 7D | -2.1% | +5.2% | -7.2% | -3.0% |
| 30D | -1.7% | -5.4% | +3.6% | -0.9% |
| 3M | -8.2% | -6.1% | -2.1% | -7.9% |
| 6M | -2.4% | +9.7% | -12.1% | -6.6% |
| YTD | -2.8% | +26.6% | -29.4% | -11.4% |
| 1Y | -2.7% | +24.6% | -27.3% | -12.9% |
| 3Y | +7.3% | +249.6% | -242.3% | -44.3% |
| 5Y | -11.4% | +556.6% | -568.0% | -70.4% |
| All | -11.4% | +565.5% | -576.9% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling