+966.8%
MOD vs SIRI
0.0%
+966.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.0% | +9.7% |
| 7D | -13.9% | +11.4% | -25.3% | -17.0% |
| 30D | -41.5% | +24.2% | -65.8% | -45.4% |
| 3M | -45.7% | +11.1% | -56.9% | -47.9% |
| 6M | -61.1% | +23.9% | -85.0% | -64.2% |
| YTD | -20.5% | +70.0% | -90.5% | -33.8% |
| 1Y | -32.1% | +56.6% | -88.7% | -42.0% |
| 3Y | +146.5% | -21.4% | +167.8% | +145.1% |
| 5Y | +812.7% | -38.3% | +851.0% | +832.4% |
| 10Y | +966.8% | -3.5% | +970.3% | +853.1% |
| All | +966.8% | 0.0% | +966.8% | +853.1% |
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 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