+22.5%
MA vs SE
-48.0%
+70.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.5% | -0.5% | +3.7% |
| 7D | +10.2% | +6.7% | +3.6% | +9.8% |
| 30D | +19.3% | -17.2% | +36.5% | +20.3% |
| 3M | +18.0% | -28.0% | +46.0% | +19.5% |
| 6M | +33.7% | -6.1% | +39.8% | +32.9% |
| YTD | +18.6% | -37.1% | +55.7% | +19.3% |
| 1Y | +22.5% | -48.8% | +71.2% | +22.4% |
| All | +22.5% | -48.0% | +70.5% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling