+674.5%
MSI vs EMB
+30.9%
+643.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.1% |
| 7D | +8.3% | +0.8% | +7.5% | +7.6% |
| 30D | +18.9% | +1.5% | +17.4% | +17.4% |
| 3M | +13.2% | -1.9% | +15.1% | +15.1% |
| 6M | +38.3% | -1.6% | +39.9% | +40.1% |
| YTD | +38.9% | 0.0% | +38.9% | +38.7% |
| 1Y | +36.7% | +1.1% | +35.6% | +35.3% |
| 3Y | +76.6% | +30.9% | +45.7% | +39.9% |
| 5Y | +124.5% | +7.1% | +117.4% | +114.3% |
| 10Y | +674.5% | +31.1% | +643.4% | +563.9% |
| All | +674.5% | +30.9% | +643.6% | +563.9% |
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