+7.2%
MAS vs SIRI
+33.0%
-25.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.6% |
| 7D | -0.8% | +1.6% | -2.3% | -1.3% |
| 30D | -5.6% | -4.7% | -0.9% | -4.0% |
| 3M | +4.4% | +5.3% | -0.8% | +1.5% |
| 6M | +7.2% | +30.5% | -23.3% | -3.6% |
| All | +7.2% | +33.0% | -25.8% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling