+1,121.4%
MAS vs SIRI
-17.3%
+1,138.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.0% |
| 7D | -0.8% | +1.6% | -2.3% | -0.9% |
| 30D | -5.6% | -4.7% | -0.9% | -5.2% |
| 3M | +4.4% | +5.3% | -0.8% | +4.0% |
| 6M | +7.2% | +30.5% | -23.3% | +4.9% |
| YTD | +16.1% | +49.6% | -33.5% | +12.4% |
| 1Y | +0.1% | +28.5% | -28.4% | -2.1% |
| 3Y | +28.3% | -27.5% | +55.8% | +29.2% |
| 5Y | +30.5% | -44.7% | +75.1% | +32.5% |
| 10Y | +139.1% | -12.6% | +151.8% | +134.9% |
| All | +1,121.4% | -17.3% | +1,138.8% | +932.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling