+589.4%
SE vs MSI
+485.1%
+104.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | -6.1% | -3.7% | -2.4% | -3.8% |
| 30D | -2.5% | +6.8% | -9.3% | -7.2% |
| 3M | +21.7% | +14.3% | +7.4% | +10.3% |
| 6M | +27.0% | -1.6% | +28.6% | +26.3% |
| YTD | -12.1% | +22.8% | -34.9% | -26.0% |
| 1Y | -40.9% | -1.1% | -39.8% | -42.0% |
| 3Y | +191.0% | +70.5% | +120.5% | +85.9% |
| 5Y | -68.3% | +102.8% | -171.1% | -82.2% |
| All | +589.4% | +485.1% | +104.2% | +147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling