+358.3%
SE vs MSI
+564.8%
-206.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.3% |
| 7D | -1.5% | +2.6% | -4.1% | -3.1% |
| 30D | -22.3% | +18.1% | -40.4% | -30.7% |
| 3M | -41.8% | +13.2% | -55.0% | -46.7% |
| 6M | -22.4% | +36.3% | -58.7% | -37.7% |
| YTD | -41.6% | +39.5% | -81.1% | -55.0% |
| 1Y | -48.0% | +36.9% | -84.9% | -59.4% |
| 3Y | +63.9% | +76.1% | -12.2% | +3.0% |
| 5Y | -78.2% | +123.7% | -201.9% | -88.5% |
| All | +358.3% | +564.8% | -206.5% | +50.7% |
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