+231.9%
MTSI vs SEI
+453.4%
-221.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | 0.0% | +2.6% |
| 7D | +1.4% | +10.2% | -8.9% | -1.2% |
| 30D | +2.1% | -1.0% | +3.1% | +2.5% |
| 3M | -29.7% | -27.9% | -1.8% | -24.2% |
| 6M | +12.5% | +10.4% | +2.1% | +10.4% |
| YTD | +57.0% | +20.1% | +36.9% | +50.2% |
| 1Y | +103.9% | +109.7% | -5.8% | +74.6% |
| All | +231.9% | +453.4% | -221.6% | +163.4% |
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