+1,511.5%
MOD vs SIRI
-14.2%
+1,525.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | +3.6% | -3.9% | +7.5% | +4.7% |
| 30D | -2.6% | -0.8% | -1.8% | -2.5% |
| 3M | -33.1% | +4.3% | -37.5% | -34.7% |
| 6M | -7.5% | +34.1% | -41.6% | -16.4% |
| YTD | +39.3% | +47.3% | -8.0% | +21.8% |
| 1Y | +34.3% | +22.9% | +11.3% | +23.5% |
| 3Y | +296.2% | -24.6% | +320.8% | +296.6% |
| 5Y | +1,504.6% | -43.2% | +1,547.8% | +1,564.6% |
| 10Y | +1,511.5% | -12.3% | +1,523.8% | +1,126.7% |
| All | +1,511.5% | -14.2% | +1,525.7% | +1,126.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling