-88.0%
MSTU vs SEI
+445.6%
-533.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.5% | +1.0% |
| 7D | -16.6% | +22.6% | -39.2% | -26.3% |
| 30D | +69.7% | +9.1% | +60.6% | +57.6% |
| 3M | -7.5% | -11.3% | +3.9% | -6.8% |
| 6M | -43.1% | +22.0% | -65.1% | -52.8% |
| YTD | -63.0% | +47.3% | -110.3% | -72.1% |
| 1Y | -93.8% | +124.8% | -218.5% | -96.3% |
| All | -88.0% | +445.6% | -533.6% | -97.2% |
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