+421.4%
MA vs SEI
+507.3%
-85.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.6% | -1.4% |
| 7D | -2.7% | +10.2% | -12.9% | -3.6% |
| 30D | +1.5% | -1.0% | +2.6% | +1.4% |
| 3M | +20.4% | -27.9% | +48.4% | +22.9% |
| 6M | +11.1% | +10.4% | +0.7% | +7.5% |
| YTD | +2.0% | +20.1% | -18.2% | -3.1% |
| 1Y | -2.2% | +109.7% | -111.9% | -14.2% |
| 3Y | +41.9% | +458.6% | -416.7% | -0.3% |
| 5Y | +75.4% | +775.3% | -699.9% | +7.2% |
| All | +421.4% | +507.3% | -85.9% | +204.5% |
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