+67.5%
MA vs SEI
+924.7%
-857.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +16.3% | -17.7% | -2.0% |
| 7D | -1.8% | +28.8% | -30.6% | -2.7% |
| 30D | +1.4% | +10.4% | -8.9% | +0.9% |
| 3M | +17.7% | -11.4% | +29.2% | +17.8% |
| 6M | +9.7% | +31.2% | -21.5% | +7.0% |
| YTD | +0.5% | +39.7% | -39.2% | -2.7% |
| 1Y | -2.1% | +149.0% | -151.0% | -9.4% |
| 3Y | +40.1% | +560.2% | -520.1% | +16.5% |
| 5Y | +67.5% | +955.7% | -888.2% | +25.7% |
| All | +67.5% | +924.7% | -857.2% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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