+95.0%
MO vs SIRI
-22.6%
+117.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.3% |
| 7D | +0.1% | +0.6% | -0.4% | +0.1% |
| 30D | +7.1% | +2.5% | +4.6% | +7.1% |
| 3M | -2.0% | +6.6% | -8.6% | -1.9% |
| 6M | +7.3% | +32.9% | -25.6% | +7.1% |
| YTD | +23.5% | +50.5% | -27.0% | +23.0% |
| 1Y | +11.0% | +28.0% | -17.0% | +11.0% |
| 3Y | +95.0% | -22.4% | +117.4% | +100.1% |
| All | +95.0% | -22.6% | +117.6% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling