-9.6%
MOS vs SIRI
-44.4%
+34.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.7% |
| 6M | +1.2% | +30.5% | -29.3% | -3.3% |
| YTD | +9.3% | +49.6% | -40.3% | +1.9% |
| 1Y | -18.0% | +28.5% | -46.5% | -21.8% |
| 3Y | -29.0% | -27.5% | -1.6% | -27.7% |
| All | -9.6% | -44.4% | +34.8% | -7.2% |
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