-11.3%
SIRI vs MTB
+173.8%
-185.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +2.5% | -4.8% | +7.3% | +4.3% |
| 3M | +6.6% | +6.0% | +0.7% | +4.3% |
| 6M | +32.9% | +19.6% | +13.3% | +24.2% |
| YTD | +50.5% | +21.5% | +29.0% | +39.5% |
| 1Y | +28.0% | +24.7% | +3.3% | +17.5% |
| 3Y | -22.4% | +108.6% | -131.0% | -40.7% |
| 5Y | -41.3% | +106.7% | -148.0% | -56.4% |
| All | -11.3% | +173.8% | -185.1% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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