+12.6%
MOS vs SIRI
-13.0%
+25.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +7.1% | +4.3% | +2.8% | +5.7% |
| 30D | +15.0% | -2.8% | +17.9% | +15.9% |
| 3M | +24.1% | +5.9% | +18.2% | +21.5% |
| 6M | +2.7% | +31.9% | -29.2% | -6.2% |
| YTD | +12.2% | +48.7% | -36.5% | -1.6% |
| 1Y | -16.3% | +23.2% | -39.5% | -22.7% |
| 3Y | -23.3% | -23.9% | +0.6% | -22.7% |
| 5Y | -4.2% | -43.4% | +39.2% | -1.0% |
| 10Y | +12.6% | -13.6% | +26.2% | -8.4% |
| All | +12.6% | -13.0% | +25.6% | -8.4% |
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