+43.1%
MOD vs SIRI
+28.3%
+14.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +4.4% |
| 7D | +9.6% | +1.6% | +8.0% | +9.5% |
| 30D | 0.0% | -4.7% | +4.7% | +0.1% |
| 3M | -35.4% | +5.3% | -40.6% | -36.9% |
| 6M | -7.3% | +30.5% | -37.8% | -13.0% |
| YTD | +45.8% | +49.6% | -3.8% | +32.6% |
| 1Y | +43.1% | +28.5% | +14.6% | +28.7% |
| All | +43.1% | +28.3% | +14.8% | +28.7% |
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