+983.3%
MSI vs EMB
+128.5%
+854.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.2% |
| 7D | +8.3% | +0.8% | +7.5% | +7.8% |
| 30D | +18.9% | +1.5% | +17.4% | +17.8% |
| 3M | +13.2% | -1.9% | +15.1% | +14.6% |
| 6M | +38.3% | -1.6% | +39.9% | +39.6% |
| YTD | +38.9% | 0.0% | +38.9% | +38.8% |
| 1Y | +36.7% | +1.1% | +35.6% | +35.7% |
| 3Y | +76.6% | +30.9% | +45.7% | +49.8% |
| 5Y | +124.5% | +7.1% | +117.4% | +113.8% |
| 10Y | +674.5% | +31.1% | +643.4% | +570.9% |
| All | +983.3% | +128.5% | +854.8% | +922.6% |
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