-67.0%
SE vs MSI
+100.4%
-167.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.9% |
| 7D | +0.6% | -5.8% | +6.4% | +4.9% |
| 30D | -0.1% | -1.0% | +0.9% | +0.5% |
| 3M | +34.1% | +14.2% | +20.0% | +20.3% |
| 6M | +23.2% | +1.0% | +22.2% | +20.3% |
| YTD | -11.2% | +21.5% | -32.6% | -26.9% |
| 1Y | -40.5% | -2.1% | -38.4% | -40.8% |
| 3Y | +196.3% | +69.3% | +127.0% | +58.4% |
| 5Y | -67.0% | +99.3% | -166.3% | -86.9% |
| All | -67.0% | +100.4% | -167.5% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling