-56.9%
MTZ vs SIRI
+23.9%
-80.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.2% |
| 7D | +5.0% | -1.7% | +6.7% | +4.6% |
| 30D | -6.0% | +21.1% | -27.1% | -5.1% |
| 3M | -36.1% | +14.7% | -50.8% | -35.3% |
| 6M | -56.9% | +22.9% | -79.8% | -58.6% |
| All | -56.9% | +23.9% | -80.8% | -58.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling