+886.3%
MOD vs SIRI
-5.0%
+891.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.6% |
| 7D | -17.8% | +5.5% | -23.4% | -19.6% |
| 30D | -43.2% | +22.6% | -65.8% | -46.8% |
| 3M | -46.0% | +12.9% | -59.0% | -48.4% |
| 6M | -62.2% | +22.3% | -84.5% | -65.1% |
| YTD | -22.8% | +67.8% | -90.6% | -35.5% |
| 1Y | -35.5% | +54.6% | -90.0% | -44.7% |
| 3Y | +128.2% | -21.4% | +149.6% | +126.8% |
| 5Y | +791.6% | -39.2% | +830.8% | +814.8% |
| 10Y | +886.3% | -5.2% | +891.5% | +788.4% |
| All | +886.3% | -5.0% | +891.3% | +788.4% |
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