+601.1%
MSI vs EME
+1,362.1%
-761.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.7% |
| 7D | -0.4% | +3.5% | -3.9% | -1.4% |
| 30D | -0.8% | -6.3% | +5.6% | +0.7% |
| 3M | +13.9% | -3.8% | +17.7% | +13.7% |
| 6M | +1.3% | +8.5% | -7.2% | -3.0% |
| YTD | +22.3% | +27.8% | -5.5% | +10.7% |
| 1Y | -3.9% | +22.2% | -26.1% | -13.3% |
| 3Y | +69.9% | +253.5% | -183.6% | 0.0% |
| 5Y | +103.8% | +578.6% | -474.8% | -9.4% |
| All | +601.1% | +1,362.1% | -761.0% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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