+495.7%
MA vs SEI
+616.9%
-121.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | -0.1% |
| 7D | -1.8% | +12.4% | -14.2% | -2.9% |
| 30D | +11.0% | -18.3% | +29.3% | +12.2% |
| 3M | +17.9% | +10.4% | +7.4% | +15.1% |
| 6M | +33.2% | -12.9% | +46.0% | +31.7% |
| YTD | +16.5% | +41.8% | -25.3% | +7.7% |
| 1Y | +19.1% | +30.3% | -11.2% | +10.7% |
| 3Y | +70.6% | +697.3% | -626.8% | +13.2% |
| 5Y | +92.1% | +877.0% | -784.8% | +15.9% |
| All | +495.7% | +616.9% | -121.2% | +238.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling