+373.7%
MTSI vs SEI
+592.7%
-218.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +8.4% | +0.6% | +6.6% |
| 7D | +3.5% | -4.3% | +7.8% | +4.8% |
| 30D | -30.3% | -18.0% | -12.3% | -26.4% |
| 3M | -26.0% | +8.2% | -34.2% | -27.4% |
| 6M | -36.1% | -13.9% | -22.2% | -33.5% |
| YTD | +34.3% | +37.0% | -2.8% | +22.3% |
| 1Y | +35.3% | +24.5% | +10.8% | +25.7% |
| 3Y | +217.6% | +681.1% | -463.4% | +67.2% |
| 5Y | +210.1% | +787.5% | -577.4% | +44.0% |
| All | +373.7% | +592.7% | -218.9% | +117.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling