+643.9%
MSFT vs SE
+372.6%
+271.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | +2.3% | 0.0% | +2.3% | +2.4% |
| 30D | -0.4% | -19.4% | +19.0% | +3.4% |
| 3M | +5.6% | -33.1% | +38.7% | +12.8% |
| 6M | +29.0% | -11.4% | +40.4% | +30.3% |
| YTD | +10.9% | -39.8% | +50.7% | +19.3% |
| 1Y | +6.2% | -50.5% | +56.7% | +18.1% |
| 3Y | +47.6% | +68.9% | -21.3% | +26.8% |
| 5Y | +67.9% | -77.1% | +145.0% | +92.4% |
| All | +643.9% | +372.6% | +271.3% | +335.0% |
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