+68.7%
MSI vs SEI
+558.9%
-490.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +16.3% | -17.4% | -1.4% |
| 7D | -5.8% | +28.8% | -34.6% | -6.2% |
| 30D | -1.0% | +10.4% | -11.3% | -1.2% |
| 3M | +14.2% | -11.4% | +25.6% | +14.4% |
| 6M | +1.0% | +31.2% | -30.1% | -0.2% |
| YTD | +21.5% | +39.7% | -18.3% | +19.5% |
| 1Y | -2.1% | +149.0% | -151.1% | -6.3% |
| All | +68.7% | +558.9% | -490.2% | +57.2% |
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