-14.3%
MTZ vs SEI
+18.6%
-32.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -16.9% | +1.5% | -9.4% |
| 7D | -7.4% | -16.4% | +9.0% | -1.3% |
| 30D | -23.6% | -22.9% | -0.7% | -17.1% |
| 3M | -38.3% | -0.3% | -38.0% | -39.6% |
| 6M | -60.6% | -22.3% | -38.3% | -58.9% |
| YTD | -22.9% | +26.2% | -49.1% | -31.6% |
| 1Y | -14.3% | +8.2% | -22.5% | -20.7% |
| All | -14.3% | +18.6% | -32.8% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling