+452.0%
MTZ vs SEI
+647.2%
-195.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.8% | -8.0% | -3.9% |
| 7D | +2.3% | +28.2% | -26.0% | -5.3% |
| 30D | -10.3% | +15.5% | -25.8% | -14.5% |
| 3M | -31.8% | -1.4% | -30.5% | -32.3% |
| 6M | -19.2% | +37.4% | -56.6% | -27.8% |
| YTD | +10.7% | +47.8% | -37.1% | -4.3% |
| 1Y | +37.5% | +174.3% | -136.8% | -1.7% |
| 3Y | +162.4% | +598.5% | -436.1% | +25.2% |
| 5Y | +166.3% | +1,026.2% | -859.9% | -2.5% |
| All | +452.0% | +647.2% | -195.2% | +108.8% |
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