+109.7%
SEI vs MSTZ
-29.5%
+139.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +3.8% |
| 7D | +10.2% | -29.7% | +40.0% | +6.5% |
| 30D | -1.0% | -65.3% | +64.3% | -12.0% |
| 3M | -27.9% | -57.3% | +29.4% | -30.4% |
| 6M | +10.4% | -61.6% | +72.0% | +7.9% |
| YTD | +20.1% | -78.3% | +98.4% | +13.4% |
| 1Y | +109.7% | -30.2% | +140.0% | +185.5% |
| All | +109.7% | -29.5% | +139.2% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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