-33.5%
MOD vs SIRI
+56.0%
-89.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.0% | +10.1% |
| 7D | -13.9% | +11.4% | -25.3% | -12.0% |
| 30D | -41.5% | +24.2% | -65.8% | -39.9% |
| 3M | -45.7% | +11.1% | -56.9% | -44.2% |
| 6M | -61.1% | +23.9% | -85.0% | -61.6% |
| YTD | -20.5% | +70.0% | -90.5% | -29.8% |
| All | -33.5% | +56.0% | -89.6% | -37.4% |
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 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