+370.2%
MS vs SE
+365.4%
+4.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.7% | -0.3% | -5.1% |
| 7D | -3.4% | -1.2% | -2.2% | -3.2% |
| 30D | -3.9% | -21.7% | +17.7% | -0.5% |
| 3M | -15.9% | -34.2% | +18.3% | -10.9% |
| 6M | -2.5% | -10.5% | +8.0% | -1.8% |
| YTD | +5.1% | -40.7% | +45.8% | +11.9% |
| 1Y | +13.0% | -52.1% | +65.0% | +23.9% |
| 3Y | +160.7% | +68.9% | +91.8% | +133.3% |
| 5Y | +114.0% | -78.9% | +192.9% | +137.3% |
| All | +370.2% | +365.4% | +4.8% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling