+387.5%
MS vs SE
+358.6%
+28.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +3.7% | -1.5% | +5.2% | +3.9% |
| 30D | +2.0% | -22.3% | +24.3% | +5.7% |
| 3M | -12.6% | -41.8% | +29.3% | -5.5% |
| 6M | -0.3% | -22.4% | +22.1% | +2.7% |
| YTD | +9.0% | -41.6% | +50.6% | +16.3% |
| 1Y | +13.9% | -48.0% | +61.9% | +23.4% |
| 3Y | +173.6% | +63.9% | +109.8% | +145.9% |
| 5Y | +122.0% | -78.2% | +200.1% | +144.9% |
| All | +387.5% | +358.6% | +28.9% | +231.1% |
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