+52.3%
MSFT vs SE
+64.9%
-12.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +1.7% | +2.0% | -0.3% | +1.4% |
| 30D | +0.2% | -20.0% | +20.2% | +3.4% |
| 3M | +6.4% | -31.8% | +38.1% | +12.1% |
| 6M | +28.7% | -15.9% | +44.6% | +30.7% |
| YTD | +10.4% | -40.6% | +51.0% | +17.7% |
| 1Y | +7.6% | -50.7% | +58.3% | +17.9% |
| 3Y | +52.3% | +70.3% | -18.0% | +43.5% |
| All | +52.3% | +64.9% | -12.6% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling