+17.0%
MA vs SE
-48.7%
+65.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -0.5% | -1.5% | +1.0% | -0.4% |
| 30D | +7.9% | -22.3% | +30.2% | +9.4% |
| 3M | +16.8% | -41.8% | +58.6% | +20.1% |
| 6M | +31.0% | -22.4% | +53.4% | +31.7% |
| YTD | +15.0% | -41.6% | +56.6% | +16.8% |
| 1Y | +17.0% | -48.0% | +65.0% | +19.6% |
| All | +17.0% | -48.7% | +65.7% | +19.6% |
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