+85.0%
MA vs SE
-78.1%
+163.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -0.5% | -1.5% | +1.0% | -0.3% |
| 30D | +7.9% | -22.3% | +30.2% | +11.2% |
| 3M | +16.8% | -41.8% | +58.6% | +24.5% |
| 6M | +31.0% | -22.4% | +53.4% | +34.1% |
| YTD | +15.0% | -41.6% | +56.6% | +21.3% |
| 1Y | +17.0% | -48.0% | +65.0% | +25.1% |
| 3Y | +68.5% | +63.9% | +4.6% | +49.8% |
| 5Y | +85.0% | -78.2% | +163.1% | +91.8% |
| All | +85.0% | -78.1% | +163.1% | +91.8% |
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