+200.4%
SE vs MSCI
+10.6%
+189.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -6.1% | +0.4% | -6.5% | -6.2% |
| 30D | -2.5% | +0.6% | -3.0% | -2.7% |
| 3M | +21.7% | -7.1% | +28.8% | +23.5% |
| 6M | +27.0% | +0.8% | +26.2% | +25.9% |
| YTD | -12.1% | +1.0% | -13.1% | -13.0% |
| 1Y | -40.9% | +4.3% | -45.2% | -42.3% |
| All | +200.4% | +10.6% | +189.8% | +210.3% |
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