+215.9%
MAS vs SIRI
-1.3%
+217.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.5% |
| 7D | +2.0% | +12.6% | -10.6% | -1.0% |
| 30D | +19.4% | +25.9% | -6.5% | +12.9% |
| 3M | +9.4% | +10.3% | -0.9% | +6.7% |
| 6M | +15.3% | +24.8% | -9.5% | +8.8% |
| YTD | +31.3% | +68.6% | -37.3% | +15.0% |
| 1Y | +34.9% | +55.9% | -21.0% | +20.2% |
| 3Y | +58.6% | -22.3% | +80.9% | +59.7% |
| 5Y | +40.7% | -38.6% | +79.3% | +43.5% |
| All | +215.9% | -1.3% | +217.2% | +156.0% |
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