+453.9%
MS vs SE
+597.4%
-143.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +2.5% | +0.6% | +1.9% | +2.4% |
| 30D | 0.0% | -0.1% | 0.0% | -0.3% |
| 3M | +2.4% | +34.1% | -31.7% | -2.4% |
| 6M | +36.4% | +23.2% | +13.2% | +31.1% |
| YTD | +23.8% | -11.2% | +35.0% | +24.4% |
| 1Y | +48.6% | -40.5% | +89.2% | +57.8% |
| 3Y | +179.1% | +196.3% | -17.1% | +129.9% |
| 5Y | +144.8% | -67.0% | +211.9% | +154.2% |
| All | +453.9% | +597.4% | -143.5% | +254.2% |
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