+648.8%
SEI vs MTCH
+131.0%
+517.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.4% |
| 7D | +20.7% | -1.4% | +22.1% | +20.9% |
| 30D | +9.1% | +13.6% | -4.5% | +6.0% |
| 3M | -6.0% | +22.4% | -28.4% | -10.5% |
| 6M | +18.9% | +37.2% | -18.2% | +10.2% |
| YTD | +40.1% | +31.8% | +8.3% | +30.3% |
| 1Y | +120.6% | +12.9% | +107.7% | +112.1% |
| 3Y | +562.1% | -1.1% | +563.3% | +536.6% |
| 5Y | +954.5% | -73.5% | +1,028.0% | +1,169.9% |
| All | +648.8% | +131.0% | +517.8% | +471.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 all: compounded portfolio wealth divided by compounded MTCH 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…
all analysis · Full analysis span regression · 6 months rolling