+367.6%
MS vs SE
+366.0%
+1.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | +2.0% | -3.6% | -1.8% |
| 30D | -3.8% | -20.0% | +16.2% | -0.6% |
| 3M | -14.6% | -31.8% | +17.2% | -10.0% |
| 6M | -5.1% | -15.9% | +10.8% | -3.5% |
| YTD | +4.5% | -40.6% | +45.2% | +11.3% |
| 1Y | +13.5% | -50.7% | +64.2% | +24.0% |
| 3Y | +160.4% | +70.3% | +90.1% | +132.8% |
| 5Y | +112.9% | -78.8% | +191.7% | +135.9% |
| All | +367.6% | +366.0% | +1.6% | +216.8% |
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 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