+857.9%
MSI vs EMB
+132.1%
+725.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +6.8% | -0.3% | +7.1% | +7.0% |
| 3M | +14.3% | -0.4% | +14.7% | +14.6% |
| 6M | -1.6% | +0.1% | -1.7% | -1.7% |
| YTD | +22.8% | +1.6% | +21.2% | +21.6% |
| 1Y | -1.1% | +5.6% | -6.7% | -4.4% |
| 3Y | +70.5% | +29.8% | +40.6% | +45.4% |
| 5Y | +102.8% | +7.3% | +95.5% | +92.9% |
| 10Y | +597.4% | +30.4% | +567.0% | +503.7% |
| All | +857.9% | +132.1% | +725.8% | +795.7% |
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