+838.7%
MSI vs EME
+61,143.5%
-60,304.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.4% |
| 7D | -3.7% | +1.9% | -5.6% | -4.3% |
| 30D | +6.8% | -8.3% | +15.1% | +9.4% |
| 3M | +14.3% | -10.7% | +25.0% | +16.4% |
| 6M | -1.6% | +1.9% | -3.5% | -4.4% |
| YTD | +22.8% | +23.5% | -0.7% | +11.5% |
| 1Y | -1.1% | +18.0% | -19.1% | -10.3% |
| 3Y | +70.5% | +236.1% | -165.6% | +4.5% |
| 5Y | +102.8% | +527.9% | -425.1% | -0.9% |
| 10Y | +597.4% | +1,252.8% | -655.4% | +150.6% |
| All | +838.7% | +61,143.5% | -60,304.9% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling