+161.8%
MS vs SE
+64.7%
+97.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.7% | -0.3% | -5.0% |
| 7D | -3.4% | -1.2% | -2.2% | -3.1% |
| 30D | -3.9% | -21.7% | +17.7% | -0.2% |
| 3M | -15.9% | -34.2% | +18.3% | -10.5% |
| 6M | -2.5% | -10.5% | +8.0% | -2.0% |
| YTD | +5.1% | -40.7% | +45.8% | +12.6% |
| 1Y | +13.0% | -52.1% | +65.0% | +25.1% |
| All | +161.8% | +64.7% | +97.1% | +164.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling