-88.4%
MSTU vs SIRI
+32.2%
-120.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.2% | -8.0% | -7.5% |
| 7D | -22.0% | -3.0% | -19.0% | -20.6% |
| 30D | +60.3% | +1.3% | +59.0% | +58.9% |
| 3M | -3.7% | +5.6% | -9.3% | -7.0% |
| 6M | -45.2% | +35.2% | -80.3% | -52.9% |
| YTD | -64.3% | +49.1% | -113.4% | -72.8% |
| 1Y | -94.0% | +26.8% | -120.8% | -94.9% |
| All | -88.4% | +32.2% | -120.6% | -90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling