+254.5%
MAR vs SEI
+644.4%
-389.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.9% |
| 7D | -0.5% | +22.6% | -23.1% | -3.8% |
| 30D | -5.4% | +9.1% | -14.5% | -7.1% |
| 3M | -15.5% | -11.3% | -4.2% | -15.3% |
| 6M | +3.0% | +22.0% | -19.1% | -3.1% |
| YTD | +8.5% | +47.3% | -38.8% | -2.1% |
| 1Y | +26.0% | +124.8% | -98.8% | +3.6% |
| 3Y | +68.6% | +591.3% | -522.7% | -2.0% |
| 5Y | +157.4% | +1,008.2% | -850.8% | +24.1% |
| All | +254.5% | +644.4% | -389.9% | +64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling