+365.1%
SE vs MSCI
+488.0%
-122.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.7% | -3.0% | -3.8% |
| 7D | -1.2% | +6.0% | -7.2% | -5.0% |
| 30D | -21.7% | +18.2% | -39.9% | -30.4% |
| 3M | -34.2% | +15.1% | -49.3% | -40.8% |
| 6M | -10.5% | +13.7% | -24.2% | -19.8% |
| YTD | -40.7% | +15.6% | -56.3% | -48.3% |
| 1Y | -52.1% | +16.3% | -68.4% | -58.5% |
| 3Y | +68.9% | +36.9% | +32.0% | +19.5% |
| 5Y | -78.9% | +6.3% | -85.2% | -81.8% |
| All | +365.1% | +488.0% | -122.9% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling