+92.1%
MA vs SIRI
-39.0%
+131.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.8% | -2.6% | +0.8% | -1.5% |
| 30D | +11.0% | +22.2% | -11.2% | +8.5% |
| 3M | +17.9% | +14.1% | +3.8% | +16.0% |
| 6M | +33.2% | +22.5% | +10.6% | +29.9% |
| YTD | +16.5% | +67.9% | -51.4% | +9.5% |
| 1Y | +19.1% | +54.6% | -35.5% | +12.9% |
| 3Y | +70.6% | -21.3% | +91.9% | +69.5% |
| 5Y | +92.1% | -40.4% | +132.5% | +115.5% |
| All | +92.1% | -39.0% | +131.1% | +115.5% |
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