+15,819.0%
MA vs SIRI
+7.3%
+15,811.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +1.3% | -1.7% | +3.0% | +1.6% |
| 30D | +9.6% | +21.1% | -11.5% | +6.4% |
| 3M | +16.8% | +14.7% | +2.1% | +14.3% |
| 6M | +35.2% | +22.9% | +12.3% | +30.7% |
| YTD | +16.6% | +65.7% | -49.2% | +7.3% |
| 1Y | +19.8% | +53.5% | -33.7% | +11.5% |
| 3Y | +70.7% | -23.0% | +93.7% | +70.7% |
| 5Y | +87.4% | -41.5% | +128.9% | +89.9% |
| 10Y | +570.0% | -7.4% | +577.5% | +532.9% |
| All | +15,819.0% | +7.3% | +15,811.8% | +15,778.5% |
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 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