+19.4%
MA vs SE
-49.0%
+68.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | +0.3% |
| 7D | -0.3% | +3.3% | -3.6% | -0.5% |
| 30D | +11.3% | -18.2% | +29.5% | +12.4% |
| 3M | +16.7% | -31.3% | +47.9% | +18.6% |
| 6M | +32.8% | -10.1% | +42.9% | +32.4% |
| YTD | +15.6% | -38.9% | +54.5% | +16.4% |
| All | +19.4% | -49.0% | +68.3% | +19.3% |
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