+32.4%
MA vs SE
-12.1%
+44.5%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.7% | +3.2% | -2.2% |
| 7D | +3.2% | -1.2% | +4.4% | +3.3% |
| 30D | +15.9% | -21.7% | +37.6% | +16.9% |
| 3M | +15.2% | -34.2% | +49.3% | +16.5% |
| 6M | +32.4% | -10.5% | +42.9% | +30.8% |
| All | +32.4% | -12.1% | +44.5% | +30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling