+586.0%
MSFT vs SE
+569.0%
+17.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.3% |
| 7D | -1.0% | -3.6% | +2.6% | -0.4% |
| 30D | -2.7% | -5.3% | +2.6% | -2.0% |
| 3M | +22.1% | +28.1% | -6.0% | +16.1% |
| 6M | +20.6% | +20.7% | -0.1% | +15.3% |
| YTD | +2.3% | -14.8% | +17.1% | +3.6% |
| 1Y | -0.5% | -43.6% | +43.0% | +8.0% |
| 3Y | +50.5% | +184.2% | -133.7% | +17.4% |
| 5Y | +72.3% | -66.3% | +138.6% | +84.0% |
| All | +586.0% | +569.0% | +17.0% | +277.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling