+433.8%
MAR vs SIRI
-10.2%
+444.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | -5.4% | +2.5% | -7.9% | -6.2% |
| 3M | -15.5% | +6.6% | -22.1% | -17.2% |
| 6M | +3.0% | +32.9% | -29.9% | -5.5% |
| YTD | +8.5% | +50.5% | -41.9% | -4.0% |
| 1Y | +26.0% | +28.0% | -2.0% | +16.0% |
| 3Y | +68.6% | -22.4% | +91.0% | +68.0% |
| 5Y | +157.4% | -41.3% | +198.7% | +162.0% |
| All | +433.8% | -10.2% | +444.1% | +349.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling