+120.4%
MTSI vs SIRI
+22.5%
+97.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.2% |
| 7D | +11.1% | -3.9% | +15.0% | +11.2% |
| 30D | -3.7% | -0.8% | -2.8% | -3.6% |
| 3M | -20.2% | +4.3% | -24.5% | -21.9% |
| 6M | +30.8% | +34.1% | -3.2% | +23.8% |
| YTD | +67.0% | +47.3% | +19.7% | +54.7% |
| 1Y | +120.4% | +22.9% | +97.5% | +105.3% |
| All | +120.4% | +22.5% | +97.9% | +105.3% |
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