+160.7%
MAS vs SEI
+539.1%
-378.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +14.3% | -16.2% | -3.1% |
| 7D | +2.0% | -18.3% | +20.2% | +3.3% |
| 30D | +19.4% | -24.4% | +43.8% | +21.3% |
| 3M | +9.4% | +1.5% | +7.9% | +7.5% |
| 6M | +15.3% | -25.1% | +40.5% | +15.7% |
| YTD | +31.3% | +26.4% | +4.9% | +23.5% |
| 1Y | +34.9% | +8.9% | +25.9% | +28.4% |
| 3Y | +58.6% | +586.7% | -528.1% | +10.3% |
| 5Y | +40.7% | +717.9% | -677.2% | -9.4% |
| All | +160.7% | +539.1% | -378.5% | +54.6% |
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