+73.5%
MSFT vs SE
-68.6%
+142.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -2.7% | -6.1% | +3.4% | -1.7% |
| 30D | +2.7% | -2.5% | +5.2% | +2.8% |
| 3M | +17.0% | +21.7% | -4.8% | +12.8% |
| 6M | +23.8% | +27.0% | -3.2% | +18.1% |
| YTD | +4.0% | -12.1% | +16.1% | +4.7% |
| 1Y | -0.8% | -40.9% | +40.1% | +5.9% |
| 3Y | +55.6% | +191.0% | -135.4% | +25.9% |
| All | +73.5% | -68.6% | +142.1% | +82.2% |
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