+137.1%
MOD vs SIRI
-26.1%
+163.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +5.9% |
| 7D | -25.5% | +12.6% | -38.1% | -27.2% |
| 30D | -49.0% | +25.9% | -74.9% | -51.2% |
| 3M | -49.8% | +10.3% | -60.1% | -50.8% |
| 6M | -64.8% | +24.8% | -89.6% | -66.7% |
| YTD | -27.6% | +68.6% | -96.2% | -36.3% |
| 1Y | -35.2% | +55.9% | -91.1% | -41.9% |
| 3Y | +137.1% | -22.3% | +159.5% | +133.3% |
| All | +137.1% | -26.1% | +163.2% | +133.3% |
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