+72.1%
MA vs SE
+64.9%
+7.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +2.3% | +2.0% | +0.3% | +2.2% |
| 30D | +14.7% | -20.0% | +34.7% | +16.6% |
| 3M | +13.5% | -31.8% | +45.3% | +16.7% |
| 6M | +33.1% | -15.9% | +49.0% | +34.0% |
| YTD | +15.1% | -40.6% | +55.7% | +18.9% |
| 1Y | +18.7% | -50.7% | +69.4% | +24.6% |
| 3Y | +72.1% | +70.3% | +1.8% | +68.2% |
| All | +72.1% | +64.9% | +7.2% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling