+191.0%
MOD vs SIRI
-22.7%
+213.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.3% | +27.5% | +27.8% |
| 7D | +40.4% | -1.7% | +42.1% | +40.8% |
| 30D | -14.0% | +21.1% | -35.1% | -17.1% |
| 3M | -33.3% | +14.7% | -48.1% | -35.2% |
| 6M | -51.4% | +22.9% | -74.3% | -54.0% |
| YTD | +1.6% | +65.7% | -64.1% | -10.3% |
| 1Y | +5.4% | +53.5% | -48.1% | -5.3% |
| 3Y | +191.0% | -23.0% | +214.0% | +185.7% |
| All | +191.0% | -22.7% | +213.7% | +185.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling