+15.9%
MS vs SRE
-13.6%
+29.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.4% | +3.1% |
| 7D | +0.7% | -8.4% | +9.1% | +0.6% |
| 30D | -0.9% | -3.2% | +2.2% | -0.9% |
| 3M | -13.0% | -5.3% | -7.7% | -13.3% |
| 6M | -2.0% | -12.6% | +10.6% | -2.4% |
| YTD | +7.8% | -8.8% | +16.5% | +7.0% |
| All | +15.9% | -13.6% | +29.6% | +16.0% |
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