+314.8%
MTZ vs SEI
+584.5%
-269.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.2% | -4.0% |
| 7D | -8.7% | -10.8% | +2.1% | -5.4% |
| 30D | -15.0% | -19.0% | +4.1% | -10.3% |
| 3M | -32.6% | +5.8% | -38.4% | -35.0% |
| 6M | -56.3% | -14.9% | -41.5% | -55.5% |
| YTD | -16.8% | +35.4% | -52.2% | -27.2% |
| 1Y | -10.0% | +23.9% | -33.9% | -19.8% |
| 3Y | +267.1% | +661.3% | -394.2% | +68.2% |
| 5Y | +89.9% | +822.2% | -732.4% | -26.4% |
| All | +314.8% | +584.5% | -269.7% | +58.8% |
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