-10.0%
MTZ vs SEI
+21.1%
-31.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.2% | -3.9% |
| 7D | -8.7% | -10.8% | +2.1% | -4.9% |
| 30D | -15.0% | -19.0% | +4.1% | -9.4% |
| 3M | -32.6% | +5.8% | -38.4% | -35.6% |
| 6M | -56.3% | -14.9% | -41.5% | -56.0% |
| YTD | -16.8% | +35.4% | -52.2% | -28.8% |
| 1Y | -10.0% | +23.9% | -33.9% | -21.1% |
| All | -10.0% | +21.1% | -31.2% | -21.1% |
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