-88.4%
MSTU vs SEI
+419.2%
-507.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.2% | -1.6% | -4.2% |
| 7D | -22.0% | +20.7% | -42.7% | -30.6% |
| 30D | +60.3% | +9.1% | +51.2% | +48.3% |
| 3M | -3.7% | -6.0% | +2.3% | -6.6% |
| 6M | -45.2% | +18.9% | -64.1% | -54.0% |
| YTD | -64.3% | +40.1% | -104.4% | -72.4% |
| 1Y | -94.0% | +120.6% | -214.7% | -96.4% |
| All | -88.4% | +419.2% | -507.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling