+27.1%
MTZ vs SIRI
+28.0%
-0.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | -14.5% | +2.5% | -17.0% | -14.8% |
| 3M | -32.9% | +6.6% | -39.6% | -34.1% |
| 6M | -20.8% | +32.9% | -53.7% | -25.3% |
| YTD | +10.6% | +50.5% | -39.9% | +1.1% |
| 1Y | +27.1% | +28.0% | -0.9% | +24.0% |
| All | +27.1% | +28.0% | -0.9% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling