+206.9%
MTSI vs SEI
+889.7%
-682.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.3% |
| 7D | +10.0% | +10.5% | -0.5% | +7.3% |
| 30D | -20.3% | -8.0% | -12.3% | -18.4% |
| 3M | -24.4% | +6.7% | -31.2% | -25.3% |
| 6M | -39.2% | -17.0% | -22.2% | -36.6% |
| YTD | +35.5% | +39.7% | -4.2% | +25.7% |
| 1Y | +43.0% | +43.2% | -0.1% | +31.8% |
| 3Y | +196.3% | +676.3% | -480.1% | +98.7% |
| All | +206.9% | +889.7% | -682.9% | +99.2% |
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