+32.7%
MOS vs SEI
+507.3%
-474.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -2.0% | +0.6% |
| 7D | +9.5% | +10.2% | -0.7% | +7.1% |
| 30D | +10.4% | -1.0% | +11.4% | +10.0% |
| 3M | +12.9% | -27.9% | +40.8% | +19.1% |
| 6M | +1.2% | +10.4% | -9.2% | -5.2% |
| YTD | +9.3% | +20.1% | -10.8% | -1.5% |
| 1Y | -18.0% | +109.7% | -127.7% | -38.4% |
| 3Y | -29.0% | +458.6% | -487.7% | -69.2% |
| 5Y | -9.6% | +775.3% | -784.9% | -69.8% |
| All | +32.7% | +507.3% | -474.6% | -55.9% |
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