-86.8%
MSTU vs SEI
+417.6%
-504.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +16.3% | -24.9% | -16.9% |
| 7D | +16.1% | +28.8% | -12.7% | -0.1% |
| 30D | +68.7% | +10.4% | +58.3% | +55.4% |
| 3M | -11.0% | -11.4% | +0.4% | -10.1% |
| 6M | -33.4% | +31.2% | -64.6% | -47.2% |
| YTD | -59.5% | +39.7% | -99.2% | -68.6% |
| 1Y | -93.4% | +149.0% | -242.3% | -96.2% |
| All | -86.8% | +417.6% | -504.4% | -96.8% |
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