-77.8%
SE vs MSCI
+8.1%
-85.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.2% |
| 7D | -7.7% | -1.9% | -5.8% | -6.5% |
| 30D | -22.8% | +16.5% | -39.3% | -31.3% |
| 3M | -43.7% | +18.2% | -61.9% | -50.8% |
| 6M | -12.8% | +14.0% | -26.8% | -22.7% |
| YTD | -42.0% | +16.6% | -58.6% | -50.4% |
| 1Y | -48.0% | +14.8% | -62.8% | -55.1% |
| 3Y | +62.7% | +33.3% | +29.4% | +9.1% |
| 5Y | -77.8% | +9.1% | -86.9% | -83.6% |
| All | -77.8% | +8.1% | -85.9% | -83.6% |
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