+48.6%
SRE vs MSI
+97.7%
-49.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | +1.5% | -4.0% | +5.4% | +2.6% |
| 30D | +0.8% | -0.5% | +1.3% | +0.9% |
| 3M | -5.8% | +11.4% | -17.2% | -8.9% |
| 6M | -7.8% | +1.0% | -8.8% | -8.5% |
| YTD | -2.4% | +20.7% | -23.0% | -8.4% |
| 1Y | +8.9% | -2.7% | +11.6% | +9.1% |
| 3Y | +31.1% | +68.2% | -37.1% | +7.4% |
| 5Y | +48.6% | +100.0% | -51.3% | +12.5% |
| All | +48.6% | +97.7% | -49.1% | +12.5% |
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