+382.2%
MS vs SE
+379.8%
+2.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.7% |
| 7D | +0.7% | +3.3% | -2.5% | +0.3% |
| 30D | -0.9% | -18.2% | +17.2% | +1.9% |
| 3M | -13.0% | -31.3% | +18.3% | -8.4% |
| 6M | -2.0% | -10.1% | +8.1% | -1.3% |
| YTD | +7.8% | -38.9% | +46.7% | +14.3% |
| 1Y | +17.9% | -48.0% | +65.9% | +27.7% |
| 3Y | +174.8% | +78.8% | +96.0% | +143.9% |
| 5Y | +119.9% | -77.1% | +197.0% | +141.0% |
| All | +382.2% | +379.8% | +2.4% | +225.3% |
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