+169.5%
MAS vs SEI
+605.9%
-436.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +3.0% | +10.5% | -7.5% | +2.1% |
| 30D | +22.4% | -8.0% | +30.4% | +22.3% |
| 3M | +14.5% | +6.7% | +7.7% | +12.1% |
| 6M | +27.1% | -17.0% | +44.2% | +26.4% |
| YTD | +35.8% | +39.7% | -3.9% | +26.6% |
| 1Y | +39.4% | +43.2% | -3.8% | +29.2% |
| 3Y | +60.3% | +676.3% | -616.1% | +10.2% |
| 5Y | +39.4% | +891.0% | -851.6% | -12.3% |
| All | +169.5% | +605.9% | -436.5% | +58.5% |
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 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