+672.9%
MOD vs SEI
+539.1%
+133.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +14.3% | -8.6% | +0.9% |
| 7D | -25.5% | -18.3% | -7.3% | -19.9% |
| 30D | -49.0% | -24.4% | -24.6% | -44.0% |
| 3M | -49.8% | +1.5% | -51.4% | -50.6% |
| 6M | -64.8% | -25.1% | -39.6% | -61.9% |
| YTD | -27.6% | +26.4% | -54.1% | -34.9% |
| 1Y | -35.2% | +8.9% | -44.1% | -38.9% |
| 3Y | +137.1% | +586.7% | -449.5% | +13.5% |
| 5Y | +760.3% | +717.9% | +42.4% | +250.9% |
| All | +672.9% | +539.1% | +133.8% | +209.0% |
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