+1,507.7%
SRE vs MSI
+969.7%
+538.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -0.3% | -3.7% | +3.4% | +0.4% |
| 30D | -0.7% | +6.8% | -7.6% | -2.1% |
| 3M | -6.3% | +14.3% | -20.6% | -8.8% |
| 6M | -10.7% | -1.6% | -9.1% | -10.8% |
| YTD | -3.5% | +22.8% | -26.3% | -7.6% |
| 1Y | +5.3% | -1.1% | +6.4% | +4.9% |
| 3Y | +31.8% | +70.5% | -38.7% | +18.0% |
| 5Y | +47.4% | +102.8% | -55.4% | +27.0% |
| 10Y | +120.6% | +597.4% | -476.9% | +54.2% |
| All | +1,507.7% | +969.7% | +538.1% | +788.1% |
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