+200.4%
SE vs MSI
+70.3%
+130.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -6.1% | -3.7% | -2.4% | -4.8% |
| 30D | -2.5% | +6.8% | -9.3% | -5.0% |
| 3M | +21.7% | +14.3% | +7.4% | +15.3% |
| 6M | +27.0% | -1.6% | +28.6% | +27.6% |
| YTD | -12.1% | +22.8% | -34.9% | -21.1% |
| 1Y | -40.9% | -1.1% | -39.8% | -40.1% |
| All | +200.4% | +70.3% | +130.1% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling