+6,468.3%
MTZ vs SIRI
-17.3%
+6,485.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +2.4% |
| 7D | -1.6% | +1.6% | -3.2% | -1.8% |
| 30D | -11.1% | -4.7% | -6.4% | -10.6% |
| 3M | -36.7% | +5.3% | -42.0% | -37.2% |
| 6M | -21.9% | +30.5% | -52.5% | -24.7% |
| YTD | +9.1% | +49.6% | -40.5% | +3.3% |
| 1Y | +30.0% | +28.5% | +1.5% | +25.2% |
| 3Y | +138.5% | -27.5% | +165.9% | +140.5% |
| 5Y | +158.3% | -44.7% | +203.0% | +164.3% |
| 10Y | +700.8% | -12.6% | +713.4% | +681.9% |
| All | +6,468.3% | -17.3% | +6,485.7% | +4,423.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling