+597.0%
SE vs MSI
+478.8%
+118.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.8% |
| 7D | +0.6% | -5.8% | +6.4% | +4.5% |
| 30D | -0.1% | -1.0% | +0.9% | +0.5% |
| 3M | +34.1% | +14.2% | +20.0% | +21.6% |
| 6M | +23.2% | +1.0% | +22.2% | +20.4% |
| YTD | -11.2% | +21.5% | -32.6% | -24.7% |
| 1Y | -40.5% | -2.1% | -38.4% | -41.3% |
| 3Y | +196.3% | +69.3% | +127.0% | +90.0% |
| 5Y | -67.0% | +99.3% | -166.3% | -81.2% |
| All | +597.0% | +478.8% | +118.2% | +152.1% |
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