-49.7%
SE vs MSI
+36.7%
-86.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.9% |
| 7D | +3.3% | +8.3% | -5.1% | +3.1% |
| 30D | -18.2% | +18.9% | -37.0% | -18.7% |
| 3M | -31.3% | +13.2% | -44.5% | -31.5% |
| 6M | -10.1% | +38.3% | -48.4% | -10.5% |
| YTD | -38.9% | +38.9% | -77.8% | -37.6% |
| All | -49.7% | +36.7% | -86.4% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling