-68.1%
SE vs MSCI
-6.7%
-61.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -6.1% | +0.4% | -6.5% | -6.4% |
| 30D | -2.5% | +0.6% | -3.0% | -3.2% |
| 3M | +21.7% | -7.1% | +28.8% | +26.7% |
| 6M | +27.0% | +0.8% | +26.2% | +23.4% |
| YTD | -12.1% | +1.0% | -13.1% | -15.8% |
| 1Y | -40.9% | +4.3% | -45.2% | -45.8% |
| 3Y | +191.0% | +9.9% | +181.0% | +132.0% |
| All | -68.1% | -6.7% | -61.3% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling