+703.2%
MSFT vs SEI
+606.2%
+97.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +16.3% | -17.4% | -2.6% |
| 7D | -1.4% | +28.8% | -30.3% | -3.7% |
| 30D | -1.0% | +10.4% | -11.4% | -2.2% |
| 3M | +20.2% | -11.4% | +31.6% | +20.1% |
| 6M | +21.3% | +31.2% | -9.9% | +16.3% |
| YTD | +2.8% | +39.7% | -36.9% | -2.7% |
| 1Y | 0.0% | +149.0% | -149.0% | -11.4% |
| 3Y | +51.2% | +560.2% | -509.0% | +14.8% |
| 5Y | +71.4% | +955.7% | -884.2% | +18.7% |
| All | +703.2% | +606.2% | +97.0% | +433.5% |
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