+671.4%
MSI vs EMB
+31.5%
+639.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.4% |
| 7D | +7.4% | +0.5% | +6.9% | +6.9% |
| 30D | +18.7% | +0.9% | +17.8% | +17.8% |
| 3M | +14.5% | -2.1% | +16.6% | +16.5% |
| 6M | +38.1% | -2.2% | +40.3% | +40.7% |
| YTD | +38.7% | -0.6% | +39.3% | +39.3% |
| 1Y | +35.4% | +0.2% | +35.2% | +35.0% |
| 3Y | +75.1% | +29.5% | +45.6% | +39.4% |
| 5Y | +126.4% | +8.0% | +118.4% | +114.4% |
| 10Y | +671.4% | +35.3% | +636.1% | +532.2% |
| All | +671.4% | +31.5% | +639.9% | +532.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling