+283.2%
MSTR vs SEI
+565.9%
-282.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +16.3% | -20.7% | -8.2% |
| 7D | +9.3% | +28.8% | -19.5% | +2.3% |
| 30D | +36.5% | +10.4% | +26.2% | +32.0% |
| 3M | +7.3% | -11.4% | +18.8% | +7.9% |
| 6M | +2.2% | +31.2% | -28.9% | -7.9% |
| YTD | -10.2% | +39.7% | -49.9% | -20.5% |
| 1Y | -58.6% | +149.0% | -207.6% | -68.3% |
| 3Y | +283.2% | +560.2% | -277.0% | +119.4% |
| All | +283.2% | +565.9% | -282.7% | +119.4% |
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