-50.5%
SE vs MSCI
+14.5%
-65.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | 0.0% | +2.7% | -2.6% | -0.3% |
| 30D | -19.4% | +16.2% | -35.6% | -21.1% |
| 3M | -33.1% | +17.1% | -50.2% | -34.7% |
| 6M | -11.4% | +13.0% | -24.5% | -13.5% |
| YTD | -39.8% | +15.8% | -55.6% | -40.8% |
| 1Y | -50.5% | +15.5% | -66.0% | -53.7% |
| All | -50.5% | +14.5% | -65.0% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling