+78.4%
MOS vs SIRI
-7.3%
+85.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | +24.8% | +5.5% | +19.3% | +24.4% |
| 30D | +22.7% | +22.6% | +0.1% | +20.7% |
| 3M | -1.2% | +12.9% | -14.2% | -2.2% |
| 6M | +5.5% | +22.3% | -16.7% | +3.7% |
| YTD | -2.0% | +67.8% | -69.7% | -6.2% |
| 1Y | -7.9% | +54.6% | -62.5% | -11.3% |
| 3Y | -25.0% | -21.4% | -3.6% | -24.8% |
| 5Y | -27.7% | -39.2% | +11.5% | -27.1% |
| 10Y | -1.6% | -5.2% | +3.7% | -3.2% |
| All | +78.4% | -7.3% | +85.7% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling