+70.3%
SE vs MSCI
+33.6%
+36.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.6% |
| 7D | +2.0% | +2.8% | -0.8% | +1.5% |
| 30D | -20.0% | +15.4% | -35.4% | -22.5% |
| 3M | -31.8% | +13.4% | -45.2% | -33.8% |
| 6M | -15.9% | +10.9% | -26.8% | -18.1% |
| YTD | -40.6% | +13.0% | -53.6% | -42.6% |
| 1Y | -50.7% | +12.0% | -62.7% | -52.3% |
| 3Y | +70.3% | +34.1% | +36.2% | +99.8% |
| All | +70.3% | +33.6% | +36.7% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling