+65.8%
MAR vs SIRI
-23.3%
+89.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -2.1% | -3.0% | +0.9% | -1.6% |
| 30D | -5.7% | +1.3% | -6.9% | -5.9% |
| 3M | -14.6% | +5.6% | -20.3% | -15.5% |
| 6M | +1.3% | +35.2% | -33.8% | -4.0% |
| YTD | +6.7% | +49.1% | -42.4% | -0.7% |
| 1Y | +26.4% | +26.8% | -0.3% | +20.5% |
| All | +65.8% | -23.3% | +89.1% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling