-87.2%
MSTU vs SIRI
+59.9%
-147.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +8.4% | +1.9% | +7.8% |
| 7D | -4.8% | +22.3% | -27.1% | -9.6% |
| 30D | -29.6% | +26.9% | -56.5% | -33.7% |
| 3M | +69.4% | +9.6% | +59.8% | +65.2% |
| 6M | -62.2% | +27.2% | -89.4% | -63.7% |
| YTD | -61.1% | +72.4% | -133.5% | -57.8% |
| 1Y | -87.2% | +59.9% | -147.1% | -84.5% |
| All | -87.2% | +59.9% | -147.0% | -84.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling