+66.3%
MA vs SIRI
-44.1%
+110.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -3.5% | -3.9% | +0.4% | -3.1% |
| 30D | +0.8% | -0.8% | +1.6% | +0.8% |
| 3M | +14.8% | +4.3% | +10.5% | +14.2% |
| 6M | +10.0% | +34.1% | -24.1% | +6.2% |
| YTD | -0.1% | +47.3% | -47.4% | -4.7% |
| 1Y | -2.2% | +22.9% | -25.1% | -5.0% |
| 3Y | +39.3% | -24.6% | +63.8% | +38.5% |
| 5Y | +66.3% | -43.2% | +109.5% | +75.3% |
| All | +66.3% | -44.1% | +110.4% | +75.3% |
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