+391.3%
MS vs SE
+363.8%
+27.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +5.1% | -0.5% | +5.6% | +5.1% |
| 30D | +5.7% | -20.9% | +26.6% | +9.3% |
| 3M | -12.2% | -38.9% | +26.7% | -5.8% |
| 6M | -0.5% | -19.4% | +18.9% | +1.9% |
| YTD | +9.8% | -40.9% | +50.8% | +17.0% |
| 1Y | +17.7% | -46.2% | +63.9% | +26.9% |
| 3Y | +176.8% | +63.7% | +113.1% | +148.8% |
| 5Y | +123.7% | -77.9% | +201.6% | +146.4% |
| All | +391.3% | +363.8% | +27.6% | +233.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling