+8,760.6%
MO vs SIRI
-18.6%
+8,779.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -2.4% | -3.9% | +1.5% | -2.3% |
| 30D | +3.6% | -0.8% | +4.4% | +3.6% |
| 3M | -3.7% | +4.3% | -8.0% | -3.8% |
| 6M | +4.5% | +34.1% | -29.5% | +3.7% |
| YTD | +21.5% | +47.3% | -25.8% | +20.3% |
| 1Y | +9.5% | +22.9% | -13.4% | +8.8% |
| 3Y | +93.6% | -24.6% | +118.1% | +93.6% |
| 5Y | +97.5% | -43.2% | +140.7% | +98.0% |
| 10Y | +111.2% | -12.3% | +123.5% | +109.7% |
| All | +8,760.6% | -18.6% | +8,779.3% | +8,677.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling