+15.8%
MOS vs SEI
+539.1%
-523.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.3% | -14.1% | -2.9% |
| 7D | +21.6% | -18.3% | +39.9% | +24.9% |
| 30D | +12.0% | -24.4% | +36.4% | +16.0% |
| 3M | -3.9% | +1.5% | -5.4% | -8.4% |
| 6M | -3.3% | -25.1% | +21.8% | -3.0% |
| YTD | -4.6% | +26.4% | -31.1% | -18.3% |
| 1Y | -7.0% | +8.9% | -15.9% | -18.3% |
| 3Y | -24.4% | +586.7% | -611.1% | -70.6% |
| 5Y | -32.1% | +717.9% | -750.0% | -77.3% |
| All | +15.8% | +539.1% | -523.3% | -63.4% |
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