-20.8%
SIRI vs MTB
+3,093.9%
-3,114.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -3.9% | +1.1% | -5.0% | -4.4% |
| 30D | -0.8% | -4.6% | +3.8% | +1.2% |
| 3M | +4.3% | +6.3% | -1.9% | +1.5% |
| 6M | +34.1% | +15.6% | +18.5% | +25.4% |
| YTD | +47.3% | +20.6% | +26.8% | +35.0% |
| 1Y | +22.9% | +22.5% | +0.4% | +11.8% |
| 3Y | -24.6% | +114.4% | -139.0% | -46.7% |
| 5Y | -43.2% | +101.9% | -145.1% | -60.7% |
| 10Y | -12.3% | +170.4% | -182.7% | -52.6% |
| All | -20.8% | +3,093.9% | -3,114.7% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling