+629.8%
MSFT vs SE
+358.6%
+271.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.2% |
| 7D | -2.4% | -1.5% | -0.9% | -2.1% |
| 30D | -3.8% | -22.3% | +18.6% | +0.6% |
| 3M | +6.4% | -41.8% | +48.2% | +16.9% |
| 6M | +28.8% | -22.4% | +51.2% | +33.5% |
| YTD | +8.8% | -41.6% | +50.4% | +17.7% |
| 1Y | +3.2% | -48.0% | +51.2% | +13.7% |
| 3Y | +44.8% | +63.9% | -19.1% | +25.0% |
| 5Y | +61.8% | -78.2% | +140.0% | +87.1% |
| All | +629.8% | +358.6% | +271.2% | +329.0% |
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