+2,739.7%
MSCI vs EME
+2,431.0%
+308.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.3% | -6.5% | -2.0% |
| 7D | +1.5% | -4.4% | +5.8% | +2.5% |
| 30D | +14.4% | -17.3% | +31.6% | +22.0% |
| 3M | +15.2% | -20.0% | +35.2% | +23.6% |
| 6M | +11.2% | -29.1% | +40.3% | +22.4% |
| YTD | +13.9% | +6.9% | +7.0% | +3.7% |
| 1Y | +12.5% | +0.8% | +11.7% | +4.6% |
| 3Y | +32.3% | +214.4% | -182.1% | -32.4% |
| 5Y | +4.9% | +404.2% | -399.3% | -57.6% |
| 10Y | +779.7% | +941.9% | -162.2% | +126.5% |
| All | +2,739.7% | +2,431.0% | +308.7% | +256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling