+61.7%
MAS vs SIRI
-24.8%
+86.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | +4.6% | +15.9% | -11.3% | +1.6% |
| 30D | +19.9% | +26.0% | -6.1% | +14.7% |
| 3M | +8.9% | +9.2% | -0.3% | +6.9% |
| 6M | +20.2% | +28.3% | -8.1% | +14.2% |
| YTD | +33.9% | +71.5% | -37.6% | +20.8% |
| 1Y | +34.7% | +55.0% | -20.3% | +23.5% |
| All | +61.7% | -24.8% | +86.5% | +60.4% |
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 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