+64.1%
MSFT vs SE
-78.9%
+142.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.6% |
| 3M | +6.4% | -31.8% | +38.1% | +12.4% |
| 6M | +28.7% | -15.9% | +44.6% | +30.9% |
| YTD | +10.4% | -40.6% | +51.0% | +17.9% |
| 1Y | +7.6% | -50.7% | +58.3% | +18.1% |
| 3Y | +52.3% | +70.3% | -18.0% | +34.2% |
| All | +64.1% | -78.9% | +142.9% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling