+224.3%
MAS vs SIRI
0.0%
+224.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +4.3% |
| 7D | +3.3% | +11.4% | -8.1% | +0.6% |
| 30D | +25.5% | +24.2% | +1.2% | +19.1% |
| 3M | +11.8% | +11.1% | +0.6% | +8.7% |
| 6M | +21.3% | +23.9% | -2.6% | +14.7% |
| YTD | +37.7% | +70.0% | -32.3% | +20.4% |
| 1Y | +41.0% | +56.6% | -15.6% | +25.6% |
| 3Y | +63.0% | -21.4% | +84.3% | +63.6% |
| 5Y | +44.1% | -38.3% | +82.4% | +46.9% |
| 10Y | +224.3% | -3.5% | +227.8% | +163.4% |
| All | +224.3% | 0.0% | +224.3% | +163.4% |
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