+100.0%
MSI vs SEI
+1,021.5%
-921.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -0.9% |
| 7D | -4.0% | +28.2% | -32.2% | -4.9% |
| 30D | -0.5% | +15.5% | -15.9% | -1.1% |
| 3M | +11.4% | -1.4% | +12.8% | +11.1% |
| 6M | +1.0% | +37.4% | -36.4% | -1.1% |
| YTD | +20.7% | +47.8% | -27.2% | +17.4% |
| 1Y | -2.7% | +174.3% | -177.0% | -9.0% |
| 3Y | +68.2% | +598.5% | -530.3% | +43.4% |
| 5Y | +100.0% | +1,026.2% | -926.3% | +61.6% |
| All | +100.0% | +1,021.5% | -921.6% | +61.6% |
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