+35.3%
MAS vs SIRI
-44.4%
+79.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.2% |
| 7D | -0.8% | +1.6% | -2.3% | -1.0% |
| 30D | -5.6% | -4.7% | -0.9% | -4.9% |
| 3M | +4.4% | +5.3% | -0.8% | +3.4% |
| 6M | +7.2% | +30.5% | -23.3% | +2.7% |
| YTD | +16.1% | +49.6% | -33.5% | +8.8% |
| 1Y | +0.1% | +28.5% | -28.4% | -4.3% |
| 3Y | +28.3% | -27.5% | +55.8% | +27.9% |
| All | +35.3% | -44.4% | +79.7% | +45.4% |
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