+379.5%
SE vs MSI
+561.7%
-182.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +1.2% |
| 7D | +3.3% | +8.3% | -5.1% | -2.2% |
| 30D | -18.2% | +18.9% | -37.0% | -27.2% |
| 3M | -31.3% | +13.2% | -44.5% | -36.9% |
| 6M | -10.1% | +38.3% | -48.4% | -28.6% |
| YTD | -38.9% | +38.9% | -77.8% | -52.7% |
| 1Y | -48.0% | +36.7% | -84.7% | -59.4% |
| 3Y | +78.8% | +76.6% | +2.3% | +12.2% |
| 5Y | -77.1% | +124.5% | -201.6% | -88.0% |
| All | +379.5% | +561.7% | -182.3% | +58.2% |
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