+257.8%
MKSI vs SEI
+644.4%
-386.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | +0.5% |
| 7D | +2.7% | +22.6% | -19.9% | -3.9% |
| 30D | -12.8% | +9.1% | -21.9% | -15.5% |
| 3M | -22.5% | -11.3% | -11.2% | -20.0% |
| 6M | +19.4% | +22.0% | -2.6% | +12.1% |
| YTD | +67.7% | +47.3% | +20.4% | +48.6% |
| 1Y | +131.4% | +124.8% | +6.6% | +82.4% |
| 3Y | +197.3% | +591.3% | -393.9% | +54.5% |
| 5Y | +87.0% | +1,008.2% | -921.3% | -22.3% |
| All | +257.8% | +644.4% | -386.6% | +47.8% |
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