+349.5%
MTUM vs SIRI
-10.2%
+359.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.1% |
| 7D | +0.7% | +0.6% | +0.2% | +0.6% |
| 30D | -2.4% | +2.5% | -4.9% | -3.0% |
| 3M | -3.6% | +6.6% | -10.3% | -5.3% |
| 6M | +23.7% | +32.9% | -9.2% | +16.1% |
| YTD | +22.9% | +50.5% | -27.6% | +12.1% |
| 1Y | +21.8% | +28.0% | -6.2% | +14.4% |
| 3Y | +114.4% | -22.4% | +136.9% | +113.1% |
| 5Y | +79.6% | -41.3% | +120.8% | +81.9% |
| All | +349.5% | -10.2% | +359.7% | +291.7% |
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 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