+454.0%
MTSI vs SEI
+507.3%
-53.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | 0.0% | +2.6% |
| 7D | +1.4% | +10.2% | -8.9% | -1.3% |
| 30D | +2.1% | -1.0% | +3.1% | +2.5% |
| 3M | -29.7% | -27.9% | -1.8% | -23.6% |
| 6M | +12.5% | +10.4% | +2.1% | +9.3% |
| YTD | +57.0% | +20.1% | +36.9% | +47.8% |
| 1Y | +103.9% | +109.7% | -5.8% | +65.7% |
| 3Y | +223.6% | +458.6% | -235.1% | +85.3% |
| 5Y | +321.6% | +775.3% | -453.7% | +94.0% |
| All | +454.0% | +507.3% | -53.3% | +163.3% |
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