+72.3%
MSFT vs SEI
+1,021.5%
-949.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -0.8% |
| 7D | -1.0% | +28.2% | -29.3% | -2.6% |
| 30D | -2.7% | +15.5% | -18.1% | -3.7% |
| 3M | +22.1% | -1.4% | +23.5% | +20.9% |
| 6M | +20.6% | +37.4% | -16.8% | +16.4% |
| YTD | +2.3% | +47.8% | -45.5% | -2.1% |
| 1Y | -0.5% | +174.3% | -174.8% | -9.6% |
| 3Y | +50.5% | +598.5% | -547.9% | +25.4% |
| 5Y | +72.3% | +1,026.2% | -953.9% | +45.3% |
| All | +72.3% | +1,021.5% | -949.2% | +45.3% |
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 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