+374.7%
MA vs SE
+379.8%
-5.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | 0.0% |
| 7D | -0.3% | +3.3% | -3.6% | -0.9% |
| 30D | +11.3% | -18.2% | +29.5% | +14.6% |
| 3M | +16.7% | -31.3% | +47.9% | +22.9% |
| 6M | +32.8% | -10.1% | +42.9% | +33.4% |
| YTD | +15.6% | -38.9% | +54.5% | +22.5% |
| 1Y | +19.6% | -48.0% | +67.6% | +29.7% |
| 3Y | +72.1% | +78.8% | -6.7% | +46.9% |
| 5Y | +96.0% | -77.1% | +173.2% | +120.5% |
| All | +374.7% | +379.8% | -5.0% | +157.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling