+391.2%
MS vs SE
+355.3%
+35.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +2.2% |
| 7D | -1.7% | -7.7% | +6.0% | -0.5% |
| 30D | +0.9% | -22.8% | +23.8% | +4.7% |
| 3M | -10.8% | -43.7% | +32.9% | -3.2% |
| 6M | +0.9% | -12.8% | +13.7% | +2.0% |
| YTD | +9.8% | -42.0% | +51.8% | +17.3% |
| 1Y | +17.1% | -48.0% | +65.1% | +26.9% |
| 3Y | +175.7% | +62.7% | +113.0% | +148.1% |
| 5Y | +125.9% | -77.8% | +203.7% | +148.6% |
| All | +391.2% | +355.3% | +35.9% | +234.0% |
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