+969.9%
MS vs SRE
+1,525.5%
-555.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.7% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -0.3% | -0.7% | +0.5% | -0.3% |
| 3M | +0.3% | -6.3% | +6.6% | +3.6% |
| 6M | +31.3% | -10.7% | +42.0% | +39.0% |
| YTD | +24.7% | -3.5% | +28.1% | +25.1% |
| 1Y | +47.9% | +5.3% | +42.6% | +39.8% |
| 3Y | +178.3% | +31.8% | +146.6% | +120.1% |
| 5Y | +144.9% | +47.4% | +97.5% | +76.5% |
| 10Y | +804.5% | +120.6% | +684.0% | +355.1% |
| All | +969.9% | +1,525.5% | -555.6% | +86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling