-32.8%
MOS vs SIRI
-38.7%
+5.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | +21.6% | +12.6% | +9.0% | +19.4% |
| 30D | +12.0% | +25.9% | -13.9% | +8.1% |
| 3M | -3.9% | +10.3% | -14.2% | -5.4% |
| 6M | -3.3% | +24.8% | -28.1% | -6.8% |
| YTD | -4.6% | +68.6% | -73.3% | -12.6% |
| 1Y | -7.0% | +55.9% | -62.9% | -13.8% |
| 3Y | -24.4% | -22.3% | -2.1% | -23.6% |
| All | -32.8% | -38.7% | +5.9% | -29.5% |
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