+122.9%
MS vs SEI
+889.7%
-766.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +5.1% | +10.5% | -5.4% | +3.5% |
| 30D | +5.7% | -8.0% | +13.7% | +5.9% |
| 3M | -12.2% | +6.7% | -18.9% | -14.6% |
| 6M | -0.5% | -17.0% | +16.5% | -0.6% |
| YTD | +9.8% | +39.7% | -29.8% | 0.0% |
| 1Y | +17.7% | +43.2% | -25.4% | +6.3% |
| 3Y | +176.8% | +676.3% | -499.5% | +77.7% |
| All | +122.9% | +889.7% | -766.8% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling