+31.8%
SRE vs MSI
+69.3%
-37.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | +1.4% | -5.8% | +7.2% | +2.6% |
| 30D | +1.9% | -1.0% | +2.9% | +2.0% |
| 3M | -3.3% | +14.2% | -17.4% | -6.2% |
| 6M | -6.4% | +1.0% | -7.5% | -6.7% |
| YTD | -1.8% | +21.5% | -23.3% | -6.7% |
| 1Y | +10.7% | -2.1% | +12.9% | +11.3% |
| 3Y | +31.8% | +69.3% | -37.5% | +12.4% |
| All | +31.8% | +69.3% | -37.5% | +12.4% |
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