+25.2%
MSFU vs SEI
+665.6%
-640.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.2% | -4.2% |
| 7D | +4.0% | -10.8% | +14.9% | +4.8% |
| 30D | -2.3% | -19.0% | +16.7% | -0.8% |
| 3M | +7.1% | +5.8% | +1.3% | +4.8% |
| 6M | +48.9% | -14.9% | +63.8% | +46.2% |
| YTD | +2.4% | +35.4% | -33.0% | -6.5% |
| 1Y | -8.1% | +23.9% | -32.0% | -15.5% |
| 3Y | +25.2% | +661.3% | -636.1% | -10.7% |
| All | +25.2% | +665.6% | -640.5% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling