+4.9%
MSCI vs EME
+407.9%
-403.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.3% | -6.5% | -0.4% |
| 7D | +1.5% | -4.4% | +5.8% | +1.9% |
| 30D | +14.4% | -17.3% | +31.6% | +17.9% |
| 3M | +15.2% | -20.0% | +35.2% | +19.1% |
| 6M | +11.2% | -29.1% | +40.3% | +17.5% |
| YTD | +13.9% | +6.9% | +7.0% | +6.4% |
| 1Y | +12.5% | +0.8% | +11.7% | +6.7% |
| 3Y | +32.3% | +214.4% | -182.1% | -34.0% |
| 5Y | +4.9% | +404.2% | -399.3% | -64.2% |
| All | +4.9% | +407.9% | -403.1% | -64.2% |
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