+577.7%
MSTR vs SEI
+592.7%
-14.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.4% | -11.0% | -4.5% |
| 7D | -4.0% | -4.3% | +0.3% | -4.0% |
| 30D | -18.6% | -18.0% | -0.6% | -16.2% |
| 3M | +25.6% | +8.2% | +17.3% | +19.4% |
| 6M | -33.1% | -13.9% | -19.2% | -33.9% |
| YTD | -17.3% | +37.0% | -54.4% | -27.6% |
| 1Y | -48.1% | +24.5% | -72.6% | -53.8% |
| 3Y | +154.2% | +681.1% | -526.9% | +35.4% |
| 5Y | +46.2% | +787.5% | -741.3% | -25.9% |
| All | +577.7% | +592.7% | -14.9% | +233.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling