+100.0%
MSI vs EME
+544.7%
-444.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.3% |
| 7D | -4.0% | +2.7% | -6.7% | -4.4% |
| 30D | -0.5% | -6.8% | +6.3% | +0.5% |
| 3M | +11.4% | -8.8% | +20.2% | +12.4% |
| 6M | +1.0% | +5.0% | -4.0% | -1.2% |
| YTD | +20.7% | +23.5% | -2.8% | +13.6% |
| 1Y | -2.7% | +21.3% | -24.0% | -9.3% |
| 3Y | +68.2% | +241.1% | -172.9% | +10.9% |
| 5Y | +100.0% | +549.2% | -449.2% | -2.8% |
| All | +100.0% | +544.7% | -444.8% | -2.8% |
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