+98.9%
MOS vs SIRI
-17.3%
+116.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +1.6% |
| 7D | +9.5% | +1.6% | +8.0% | +9.4% |
| 30D | +10.4% | -4.7% | +15.1% | +10.8% |
| 3M | +12.9% | +5.3% | +7.6% | +12.3% |
| 6M | +1.2% | +30.5% | -29.3% | -1.1% |
| YTD | +9.3% | +49.6% | -40.3% | +5.6% |
| 1Y | -18.0% | +28.5% | -46.5% | -19.9% |
| 3Y | -29.0% | -27.5% | -1.6% | -28.5% |
| 5Y | -9.6% | -44.7% | +35.1% | -8.1% |
| 10Y | +6.1% | -12.6% | +18.7% | +5.0% |
| All | +98.9% | -17.3% | +116.3% | +70.9% |
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