-64.8%
MOD vs SEI
-22.6%
-42.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +14.3% | -8.6% | -1.8% |
| 7D | -25.5% | -18.3% | -7.3% | -16.9% |
| 30D | -49.0% | -24.4% | -24.6% | -41.3% |
| 3M | -49.8% | +1.5% | -51.4% | -51.1% |
| 6M | -64.8% | -25.1% | -39.6% | -58.3% |
| All | -64.8% | -22.6% | -42.2% | -58.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling