+968.1%
MSI vs EME
+53,473.8%
-52,505.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +3.2% | +8.4% | -5.1% | +0.7% |
| 30D | +17.6% | -11.5% | +29.1% | +21.3% |
| 3M | +14.5% | -20.6% | +35.2% | +21.5% |
| 6M | +34.3% | -28.5% | +62.7% | +45.0% |
| YTD | +39.7% | +8.0% | +31.7% | +30.9% |
| 1Y | +40.2% | +6.8% | +33.4% | +31.5% |
| 3Y | +77.1% | +213.9% | -136.8% | +9.9% |
| 5Y | +124.0% | +414.8% | -290.8% | +15.9% |
| 10Y | +665.5% | +916.9% | -251.5% | +199.1% |
| All | +968.1% | +53,473.8% | -52,505.7% | +96.5% |
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