+45.3%
MO vs SIRI
+59.9%
-14.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.4% | -7.1% | +0.6% |
| 7D | +6.9% | +22.3% | -15.4% | +4.9% |
| 30D | +14.9% | +26.9% | -12.0% | +12.5% |
| 3M | +16.4% | +9.6% | +6.8% | +15.1% |
| 6M | +9.6% | +27.2% | -17.6% | +8.9% |
| YTD | +41.8% | +72.4% | -30.6% | +40.5% |
| 1Y | +45.3% | +59.9% | -14.6% | +44.2% |
| All | +45.3% | +59.9% | -14.5% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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