+2,439.3%
MAR vs SIRI
-84.6%
+2,523.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -1.7% | +4.3% | -6.0% | -2.2% |
| 30D | -6.9% | -2.8% | -4.1% | -6.7% |
| 3M | -15.8% | +5.9% | -21.7% | -16.5% |
| 6M | +1.9% | +31.9% | -30.0% | -1.4% |
| YTD | +6.6% | +48.7% | -42.0% | +1.7% |
| 1Y | +23.7% | +23.2% | +0.4% | +20.2% |
| 3Y | +64.6% | -23.9% | +88.5% | +65.1% |
| 5Y | +156.4% | -43.4% | +199.8% | +161.0% |
| 10Y | +415.4% | -13.6% | +429.0% | +404.3% |
| All | +2,439.3% | -84.6% | +2,523.9% | +1,748.8% |
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 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