+670.6%
MSTR vs SEI
+507.3%
+163.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.8% | -2.2% |
| 7D | +12.2% | +10.2% | +1.9% | +9.6% |
| 30D | +45.2% | -1.0% | +46.2% | +44.7% |
| 3M | +10.4% | -27.9% | +38.3% | +17.0% |
| 6M | -2.5% | +10.4% | -12.9% | -7.6% |
| YTD | -6.0% | +20.1% | -26.2% | -12.9% |
| 1Y | -56.4% | +109.7% | -166.1% | -64.9% |
| 3Y | +306.3% | +458.6% | -152.3% | +138.9% |
| 5Y | +100.5% | +775.3% | -674.8% | +5.2% |
| All | +670.6% | +507.3% | +163.3% | +301.8% |
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