+2.8%
MOS vs SIRI
0.0%
+2.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +19.7% | +11.4% | +8.3% | +16.1% |
| 30D | +21.5% | +24.2% | -2.7% | +14.2% |
| 3M | -0.4% | +11.1% | -11.5% | -3.6% |
| 6M | +4.5% | +23.9% | -19.3% | -2.3% |
| YTD | -2.9% | +70.0% | -72.9% | -18.0% |
| 1Y | -7.7% | +56.6% | -64.3% | -20.2% |
| 3Y | -25.6% | -21.4% | -4.3% | -24.3% |
| 5Y | -31.2% | -38.3% | +7.1% | -29.4% |
| 10Y | +2.8% | -3.5% | +6.3% | -9.8% |
| All | +2.8% | 0.0% | +2.8% | -9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling