+48.3%
SRE vs MSI
+124.0%
-75.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -1.1% | +2.6% | -3.7% | -1.7% |
| 30D | -4.1% | +18.1% | -22.2% | -8.4% |
| 3M | -7.3% | +13.2% | -20.5% | -10.5% |
| 6M | -14.1% | +36.3% | -50.4% | -21.6% |
| YTD | -8.5% | +39.5% | -48.0% | -17.6% |
| 1Y | -12.0% | +36.9% | -48.9% | -20.3% |
| 3Y | +23.4% | +76.1% | -52.7% | +0.8% |
| All | +48.3% | +124.0% | -75.7% | +9.2% |
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 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