+13,824.1%
MA vs SIRI
-3.1%
+13,827.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.7% |
| 7D | -2.7% | +1.6% | -4.3% | -3.0% |
| 30D | +1.5% | -4.7% | +6.2% | +2.2% |
| 3M | +20.4% | +5.3% | +15.2% | +19.3% |
| 6M | +11.1% | +30.5% | -19.4% | +6.3% |
| YTD | +2.0% | +49.6% | -47.7% | -4.6% |
| 1Y | -2.2% | +28.5% | -30.7% | -6.6% |
| 3Y | +41.9% | -27.5% | +69.3% | +42.6% |
| 5Y | +75.4% | -44.7% | +120.0% | +79.1% |
| 10Y | +527.5% | -12.6% | +540.2% | +498.9% |
| All | +13,824.1% | -3.1% | +13,827.3% | +14,012.3% |
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 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