+466.0%
MTSI vs SEI
+606.2%
-140.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +16.3% | -14.1% | -2.1% |
| 7D | +4.9% | +28.8% | -24.0% | -2.2% |
| 30D | -11.6% | +10.4% | -21.9% | -14.1% |
| 3M | -24.1% | -11.4% | -12.6% | -22.0% |
| 6M | +32.4% | +31.2% | +1.2% | +22.5% |
| YTD | +60.4% | +39.7% | +20.7% | +44.7% |
| 1Y | +111.0% | +149.0% | -38.0% | +63.5% |
| 3Y | +246.1% | +560.2% | -314.0% | +89.2% |
| 5Y | +340.3% | +955.7% | -615.4% | +92.0% |
| All | +466.0% | +606.2% | -140.2% | +157.8% |
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 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