+376.9%
MA vs SE
+372.6%
+4.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.7% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +11.8% | -19.4% | +31.2% | +15.4% |
| 3M | +17.2% | -33.1% | +50.3% | +24.0% |
| 6M | +33.4% | -11.4% | +44.8% | +34.3% |
| YTD | +16.1% | -39.8% | +55.9% | +23.4% |
| 1Y | +19.9% | -50.5% | +70.4% | +31.1% |
| 3Y | +70.1% | +68.9% | +1.2% | +46.6% |
| 5Y | +89.6% | -77.1% | +166.7% | +113.1% |
| All | +376.9% | +372.6% | +4.3% | +159.5% |
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