+120.0%
SRE vs MSI
+601.8%
-481.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -0.7% | -1.8% | +1.1% | 0.0% |
| 30D | -1.7% | -0.6% | -1.1% | -1.6% |
| 3M | -7.1% | +13.0% | -20.1% | -11.7% |
| 6M | -8.4% | +0.5% | -8.9% | -9.4% |
| YTD | -3.5% | +21.7% | -25.2% | -11.6% |
| 1Y | +5.4% | -2.6% | +8.0% | +5.1% |
| 3Y | +29.5% | +69.7% | -40.1% | +1.1% |
| 5Y | +48.3% | +102.8% | -54.5% | +5.4% |
| All | +120.0% | +601.8% | -481.9% | +14.0% |
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