+539.5%
MTSI vs SIRI
-13.0%
+552.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.4% |
| 7D | +4.9% | +4.3% | +0.6% | +3.3% |
| 30D | -11.6% | -2.8% | -8.8% | -10.9% |
| 3M | -24.1% | +5.9% | -30.0% | -26.2% |
| 6M | +32.4% | +31.9% | +0.5% | +19.4% |
| YTD | +60.4% | +48.7% | +11.8% | +38.3% |
| 1Y | +111.0% | +23.2% | +87.8% | +92.7% |
| 3Y | +246.1% | -23.9% | +270.0% | +244.7% |
| 5Y | +340.3% | -43.4% | +383.7% | +350.2% |
| 10Y | +539.5% | -13.6% | +553.1% | +393.2% |
| All | +539.5% | -13.0% | +552.5% | +393.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling