+2,417.1%
MSCI vs EME
+2,822.1%
-404.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.0% |
| 7D | +0.4% | +1.9% | -1.5% | -0.3% |
| 30D | +0.6% | -8.3% | +8.8% | +3.7% |
| 3M | -7.1% | -10.7% | +3.7% | -5.2% |
| 6M | +0.8% | +1.9% | -1.1% | -3.7% |
| YTD | +1.0% | +23.5% | -22.5% | -11.9% |
| 1Y | +4.3% | +18.0% | -13.7% | -9.4% |
| 3Y | +9.9% | +236.1% | -226.2% | -44.3% |
| 5Y | -6.8% | +527.9% | -534.6% | -65.2% |
| 10Y | +614.7% | +1,252.8% | -638.1% | +65.4% |
| All | +2,417.1% | +2,822.1% | -404.9% | +203.2% |
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 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