+1,208.8%
MTSI vs SIRI
+62.4%
+1,146.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +4.3% |
| 7D | +1.4% | +1.6% | -0.2% | +0.6% |
| 30D | +2.1% | -4.7% | +6.8% | +3.5% |
| 3M | -29.7% | +5.3% | -35.0% | -31.6% |
| 6M | +12.5% | +30.5% | -18.0% | +1.4% |
| YTD | +57.0% | +49.6% | +7.4% | +34.0% |
| 1Y | +103.9% | +28.5% | +75.4% | +82.6% |
| 3Y | +223.6% | -27.5% | +251.0% | +228.4% |
| 5Y | +321.6% | -44.7% | +366.2% | +336.3% |
| 10Y | +517.7% | -12.6% | +530.3% | +403.4% |
| All | +1,208.8% | +62.4% | +1,146.3% | +824.7% |
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