+166.4%
MTZ vs SEI
+924.7%
-758.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +16.3% | -12.5% | -0.3% |
| 7D | +3.6% | +28.8% | -25.3% | -3.2% |
| 30D | -9.6% | +10.4% | -20.0% | -12.2% |
| 3M | -31.9% | -11.4% | -20.5% | -30.6% |
| 6M | -13.8% | +31.2% | -45.0% | -20.4% |
| YTD | +13.3% | +39.7% | -26.5% | +2.3% |
| 1Y | +39.3% | +149.0% | -109.7% | +9.5% |
| 3Y | +168.3% | +560.2% | -391.8% | +63.0% |
| 5Y | +166.4% | +955.7% | -789.3% | +40.2% |
| All | +166.4% | +924.7% | -758.3% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling