+166.4%
MTZ vs SIRI
-43.5%
+209.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.4% | +3.9% |
| 7D | +3.6% | +4.3% | -0.7% | +2.8% |
| 30D | -9.6% | -2.8% | -6.8% | -9.3% |
| 3M | -31.9% | +5.9% | -37.9% | -32.7% |
| 6M | -13.8% | +31.9% | -45.7% | -17.7% |
| YTD | +13.3% | +48.7% | -35.4% | +6.0% |
| 1Y | +39.3% | +23.2% | +16.1% | +33.9% |
| 3Y | +168.3% | -23.9% | +192.2% | +167.9% |
| 5Y | +166.4% | -43.4% | +209.8% | +174.8% |
| All | +166.4% | -43.5% | +209.9% | +174.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling