-23.3%
MOS vs SIRI
-23.9%
+0.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +1.8% |
| 7D | +9.5% | +1.6% | +8.0% | +9.2% |
| 30D | +10.4% | -4.7% | +15.1% | +11.2% |
| 3M | +12.9% | +5.3% | +7.6% | +11.8% |
| 6M | +1.2% | +30.5% | -29.3% | -3.3% |
| YTD | +9.3% | +49.6% | -40.3% | +2.1% |
| 1Y | -18.0% | +28.5% | -46.5% | -21.7% |
| All | -23.3% | -23.9% | +0.6% | -20.6% |
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