+797.1%
MS vs SRE
+1,424.7%
-627.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | +0.7% |
| 7D | -1.6% | -9.2% | +7.6% | +4.5% |
| 30D | -3.8% | -1.9% | -1.9% | -2.7% |
| 3M | -14.6% | -6.5% | -8.1% | -11.5% |
| 6M | -5.1% | -15.2% | +10.2% | +4.0% |
| YTD | +4.5% | -9.5% | +14.0% | +8.9% |
| 1Y | +13.5% | -13.2% | +26.8% | +21.3% |
| 3Y | +160.4% | +19.5% | +140.9% | +119.1% |
| 5Y | +112.9% | +43.6% | +69.3% | +55.7% |
| 10Y | +633.4% | +109.9% | +523.5% | +281.1% |
| All | +797.1% | +1,424.7% | -627.6% | +62.7% |
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