+73.1%
MA vs SE
-68.6%
+141.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -2.7% | -6.1% | +3.4% | -2.0% |
| 30D | +1.5% | -2.5% | +4.0% | +1.6% |
| 3M | +20.4% | +21.7% | -1.3% | +16.9% |
| 6M | +11.1% | +27.0% | -15.9% | +6.9% |
| YTD | +2.0% | -12.1% | +14.1% | +2.4% |
| 1Y | -2.2% | -40.9% | +38.8% | +3.2% |
| 3Y | +41.9% | +191.0% | -149.1% | +17.2% |
| All | +73.1% | -68.6% | +141.7% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling