+955.7%
MSI vs EMB
+127.1%
+828.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.7% | -0.1% | +4.8% | +4.7% |
| 30D | +14.8% | +1.3% | +13.5% | +13.8% |
| 3M | +8.8% | -2.2% | +11.1% | +10.3% |
| 6M | +19.3% | -2.3% | +21.7% | +21.0% |
| YTD | +35.3% | -0.6% | +36.0% | +35.8% |
| 1Y | +33.8% | +0.5% | +33.3% | +33.3% |
| 3Y | +74.4% | +29.4% | +45.0% | +49.0% |
| 5Y | +120.5% | +6.5% | +114.0% | +110.7% |
| 10Y | +685.2% | +29.8% | +655.4% | +584.0% |
| All | +955.7% | +127.1% | +828.7% | +900.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling