+123.9%
MSI vs EME
+412.7%
-288.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +2.6% | +11.3% | -8.7% | +1.0% |
| 30D | +18.1% | -14.6% | +32.7% | +20.6% |
| 3M | +13.2% | -20.4% | +33.6% | +16.7% |
| 6M | +36.3% | -28.3% | +64.5% | +42.7% |
| YTD | +39.5% | +8.6% | +30.9% | +33.2% |
| 1Y | +36.9% | +3.2% | +33.7% | +31.9% |
| 3Y | +76.1% | +216.8% | -140.7% | +12.2% |
| All | +123.9% | +412.7% | -288.8% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling