+446.5%
SEI vs MSTZ
-99.1%
+545.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.8% | +8.9% | +4.6% |
| 7D | +22.6% | +17.0% | +5.5% | +25.0% |
| 30D | +9.1% | -61.8% | +70.9% | -1.7% |
| 3M | -11.3% | -54.6% | +43.2% | -15.5% |
| 6M | +22.0% | -59.3% | +81.3% | +18.9% |
| YTD | +47.3% | -74.6% | +121.9% | +43.8% |
| 1Y | +124.8% | -18.8% | +143.6% | +166.6% |
| All | +446.5% | -99.1% | +545.6% | +444.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling