+17.1%
MS vs SRE
-13.4%
+30.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -1.7% | -5.6% | +3.9% | -1.7% |
| 30D | +0.9% | -4.5% | +5.4% | +0.9% |
| 3M | -10.8% | -7.7% | -3.1% | -11.1% |
| 6M | +0.9% | -14.4% | +15.3% | +0.4% |
| YTD | +9.8% | -9.4% | +19.2% | +9.0% |
| 1Y | +17.1% | -13.8% | +30.9% | +17.2% |
| All | +17.1% | -13.4% | +30.5% | +17.2% |
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