-3.8%
MTZ vs SEI
+35.9%
-39.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.8% |
| 7D | +5.0% | +10.5% | -5.5% | +1.3% |
| 30D | -6.0% | -8.0% | +2.0% | -4.2% |
| 3M | -36.1% | +6.7% | -42.9% | -39.2% |
| 6M | -56.9% | -17.0% | -39.8% | -56.4% |
| YTD | -15.9% | +39.7% | -55.6% | -28.7% |
| 1Y | -3.8% | +43.2% | -47.0% | -19.8% |
| All | -3.8% | +35.9% | -39.7% | -19.8% |
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 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