+128.8%
MOD vs SEI
+696.4%
-567.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +1.7% |
| 7D | +8.2% | +12.4% | -4.2% | +3.5% |
| 30D | -38.2% | -18.3% | -19.9% | -33.5% |
| 3M | -46.2% | +10.4% | -56.7% | -48.6% |
| 6M | -62.5% | -12.9% | -49.7% | -61.4% |
| YTD | -20.1% | +41.8% | -61.9% | -31.0% |
| 1Y | -29.7% | +30.3% | -60.0% | -37.4% |
| All | +128.8% | +696.4% | -567.6% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling