+217.6%
MTSI vs SIRI
-21.2%
+238.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +8.9% |
| 7D | +3.5% | +11.4% | -7.9% | +1.8% |
| 30D | -30.3% | +24.2% | -54.6% | -32.7% |
| 3M | -26.0% | +11.1% | -37.1% | -27.3% |
| 6M | -36.1% | +23.9% | -60.0% | -38.9% |
| YTD | +34.3% | +70.0% | -35.7% | +19.8% |
| 1Y | +35.3% | +56.6% | -21.4% | +22.7% |
| 3Y | +217.6% | -21.4% | +239.0% | +213.0% |
| All | +217.6% | -21.2% | +238.8% | +213.0% |
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 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