+365.7%
SE vs MSI
+544.9%
-179.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +2.0% | +4.7% | -2.7% | -1.2% |
| 30D | -20.0% | +14.8% | -34.8% | -27.2% |
| 3M | -31.8% | +8.8% | -40.6% | -35.8% |
| 6M | -15.9% | +19.3% | -35.2% | -26.7% |
| YTD | -40.6% | +35.3% | -76.0% | -53.3% |
| 1Y | -50.7% | +33.8% | -84.4% | -60.9% |
| 3Y | +70.3% | +74.4% | -4.1% | +7.5% |
| 5Y | -78.8% | +120.5% | -199.4% | -88.8% |
| All | +365.7% | +544.9% | -179.1% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling