+529.2%
MSI vs SEI
+608.3%
-79.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.1% | +1.2% |
| 7D | -1.8% | +20.7% | -22.4% | -3.3% |
| 30D | -0.6% | +9.1% | -9.8% | -1.6% |
| 3M | +13.0% | -6.0% | +19.0% | +12.6% |
| 6M | +0.5% | +18.9% | -18.4% | -2.3% |
| YTD | +21.7% | +40.1% | -18.4% | +16.0% |
| 1Y | -2.6% | +120.6% | -123.2% | -11.7% |
| 3Y | +69.7% | +562.1% | -492.5% | +28.8% |
| 5Y | +102.8% | +954.5% | -851.7% | +39.2% |
| All | +529.2% | +608.3% | -79.1% | +306.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling