-36.6%
MOH vs SIRI
-22.6%
-14.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.0% | +1.9% |
| 7D | +1.7% | +0.6% | +1.2% | +1.7% |
| 30D | -0.9% | +2.5% | -3.4% | -1.1% |
| 3M | +5.7% | +6.6% | -0.9% | +5.1% |
| 6M | +39.1% | +32.9% | +6.2% | +35.3% |
| YTD | +17.7% | +50.5% | -32.8% | +13.5% |
| 1Y | +8.4% | +28.0% | -19.6% | +5.6% |
| 3Y | -36.6% | -22.4% | -14.2% | -37.7% |
| All | -36.6% | -22.6% | -14.0% | -37.7% |
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