+420.0%
SEI vs MSTZ
-99.1%
+519.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.6% | -11.8% | -4.4% |
| 7D | +20.7% | +24.8% | -4.1% | +24.0% |
| 30D | +9.1% | -59.2% | +68.3% | -0.8% |
| 3M | -6.0% | -56.9% | +50.9% | -11.0% |
| 6M | +18.9% | -57.6% | +76.5% | +16.5% |
| YTD | +40.1% | -73.6% | +113.7% | +37.5% |
| 1Y | +120.6% | -15.6% | +136.2% | +162.9% |
| All | +420.0% | -99.1% | +519.1% | +420.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling