-87.5%
MSTU vs SIRI
+30.7%
-118.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.9% |
| 7D | +12.9% | -3.9% | +16.8% | +15.8% |
| 30D | +68.3% | -0.8% | +69.2% | +69.1% |
| 3M | +0.4% | +4.3% | -3.9% | -2.3% |
| 6M | -41.5% | +34.1% | -75.6% | -49.4% |
| YTD | -61.7% | +47.3% | -109.0% | -70.6% |
| 1Y | -93.7% | +22.9% | -116.6% | -94.5% |
| All | -87.5% | +30.7% | -118.2% | -90.0% |
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