+44.5%
MAS vs SIRI
-39.1%
+83.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | +3.6% | +5.5% | -1.9% | +2.7% |
| 30D | +23.8% | +22.6% | +1.2% | +19.8% |
| 3M | +14.4% | +12.9% | +1.5% | +12.0% |
| 6M | +19.7% | +22.3% | -2.5% | +15.6% |
| YTD | +36.0% | +67.8% | -31.8% | +24.9% |
| 1Y | +40.4% | +54.6% | -14.2% | +30.5% |
| 3Y | +58.9% | -21.4% | +80.3% | +56.6% |
| 5Y | +44.5% | -39.2% | +83.8% | +55.4% |
| All | +44.5% | -39.1% | +83.7% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling