+753.2%
MTZ vs SIRI
-14.2%
+767.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | +2.3% | -3.9% | +6.2% | +3.4% |
| 30D | -10.3% | -0.8% | -9.5% | -10.2% |
| 3M | -31.8% | +4.3% | -36.1% | -33.0% |
| 6M | -19.2% | +34.1% | -53.2% | -26.6% |
| YTD | +10.7% | +47.3% | -36.6% | -2.8% |
| 1Y | +37.5% | +22.9% | +14.6% | +27.0% |
| 3Y | +162.4% | -24.6% | +186.9% | +162.8% |
| 5Y | +166.3% | -43.2% | +209.5% | +172.1% |
| 10Y | +753.2% | -12.3% | +765.5% | +555.7% |
| All | +753.2% | -14.2% | +767.4% | +555.7% |
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