+1,064.5%
MOD vs SIRI
-7.4%
+1,071.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.3% | +27.5% | +27.8% |
| 7D | +40.4% | -1.7% | +42.1% | +41.1% |
| 30D | -14.0% | +21.1% | -35.1% | -19.2% |
| 3M | -33.3% | +14.7% | -48.1% | -36.5% |
| 6M | -51.4% | +22.9% | -74.3% | -55.2% |
| YTD | +1.6% | +65.7% | -64.1% | -14.7% |
| 1Y | +5.4% | +53.5% | -48.1% | -9.5% |
| 3Y | +191.0% | -23.0% | +214.0% | +191.0% |
| 5Y | +1,093.1% | -41.5% | +1,134.6% | +1,145.8% |
| All | +1,064.5% | -7.4% | +1,071.9% | +983.8% |
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 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