+404.4%
MTZ vs SIRI
-7.8%
+412.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.7% |
| 7D | +16.5% | -3.7% | +20.1% | +17.7% |
| 30D | -10.2% | +20.4% | -30.6% | -15.5% |
| 3M | -34.2% | +12.5% | -46.7% | -36.9% |
| 6M | -56.0% | +23.4% | -79.4% | -59.1% |
| YTD | -14.8% | +65.2% | -80.0% | -28.2% |
| 1Y | -7.2% | +52.4% | -59.6% | -19.8% |
| 3Y | +275.8% | -22.6% | +298.4% | +279.6% |
| 5Y | +93.5% | -41.7% | +135.2% | +101.4% |
| All | +404.4% | -7.8% | +412.1% | +312.3% |
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