+1,569.7%
MOD vs SIRI
-43.5%
+1,613.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +6.3% | +4.3% | +2.1% | +5.4% |
| 30D | -1.7% | -2.8% | +1.2% | -1.2% |
| 3M | -30.1% | +5.9% | -36.0% | -31.4% |
| 6M | +2.7% | +31.9% | -29.2% | -3.6% |
| YTD | +44.1% | +48.7% | -4.6% | +31.7% |
| 1Y | +38.7% | +23.2% | +15.5% | +31.3% |
| 3Y | +309.8% | -23.9% | +333.7% | +305.3% |
| 5Y | +1,569.7% | -43.4% | +1,613.1% | +1,746.7% |
| All | +1,569.7% | -43.5% | +1,613.2% | +1,746.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling