+1,002.1%
MTSI vs SIRI
+82.1%
+920.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | -3.8% | +5.5% | -9.4% | -5.6% |
| 30D | -31.4% | +22.6% | -54.0% | -36.1% |
| 3M | -23.8% | +12.9% | -36.7% | -27.4% |
| 6M | -37.1% | +22.3% | -59.3% | -42.2% |
| YTD | +32.2% | +67.8% | -35.5% | +7.9% |
| 1Y | +26.9% | +54.6% | -27.6% | +6.6% |
| 3Y | +193.7% | -21.4% | +215.1% | +192.7% |
| 5Y | +218.0% | -39.2% | +257.3% | +219.1% |
| 10Y | +477.8% | -5.2% | +483.0% | +356.7% |
| All | +1,002.1% | +82.1% | +920.0% | +644.5% |
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