+20.9%
MS vs SRE
-7.5%
+28.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.1% |
| 7D | +2.6% | -2.1% | +4.7% | +2.5% |
| 30D | +2.6% | +6.1% | -3.5% | +2.8% |
| 3M | -10.1% | -3.5% | -6.6% | -10.4% |
| 6M | +4.4% | -10.8% | +15.2% | +3.8% |
| YTD | +11.7% | -4.0% | +15.7% | +11.1% |
| 1Y | +20.9% | -7.7% | +28.6% | +20.6% |
| All | +20.9% | -7.5% | +28.4% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling