+85.0%
MO vs SEI
+647.2%
-562.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -0.7% |
| 7D | -2.4% | +28.2% | -30.6% | -3.5% |
| 30D | +3.6% | +15.5% | -11.9% | +2.8% |
| 3M | -3.7% | -1.4% | -2.3% | -4.1% |
| 6M | +4.5% | +37.4% | -32.9% | +1.7% |
| YTD | +21.5% | +47.8% | -26.3% | +17.2% |
| 1Y | +9.5% | +174.3% | -164.8% | +0.3% |
| 3Y | +93.6% | +598.5% | -504.9% | +51.8% |
| 5Y | +97.5% | +1,026.2% | -928.7% | +41.0% |
| All | +85.0% | +647.2% | -562.2% | +28.2% |
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