+616.1%
MSTR vs SEI
+647.2%
-31.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.8% | -8.6% | -4.1% |
| 7D | +7.7% | +28.2% | -20.5% | +1.1% |
| 30D | +36.3% | +15.5% | +20.9% | +30.5% |
| 3M | +13.4% | -1.4% | +14.8% | +11.0% |
| 6M | -4.5% | +37.4% | -41.9% | -14.4% |
| YTD | -12.7% | +47.8% | -60.5% | -23.2% |
| 1Y | -59.6% | +174.3% | -233.9% | -69.6% |
| 3Y | +272.5% | +598.5% | -326.0% | +106.9% |
| 5Y | +107.1% | +1,026.2% | -919.1% | +2.2% |
| All | +616.1% | +647.2% | -31.1% | +253.9% |
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