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  • MS vs SE✓SelectedUSD · SEMS vs SE performance historyLatest closeAs of-0.68%09/08
Stock and ETF performance explorer

MS vs SE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+453.9%
SE return
+597.4%
Excess return
-143.5%
Maximum drawdown
-51.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSEExcessAlpha
1D-0.7%+1.1%-1.8%-0.8%
7D+2.5%+0.6%+1.9%+2.4%
30D0.0%-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