-87.2%
MSTU vs SEI
+18.6%
-105.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -16.9% | +27.2% | +17.7% |
| 7D | -4.8% | -16.4% | +11.6% | +0.8% |
| 30D | -29.6% | -22.9% | -6.7% | -22.6% |
| 3M | +69.4% | -0.3% | +69.7% | +55.3% |
| 6M | -62.2% | -22.3% | -39.9% | -60.7% |
| YTD | -61.1% | +26.2% | -87.2% | -74.2% |
| 1Y | -87.2% | +8.2% | -95.4% | -91.1% |
| All | -87.2% | +18.6% | -105.7% | -91.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling