+1,281.4%
MAS vs SIRI
-7.6%
+1,289.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.5% | -1.7% |
| 7D | +2.0% | +11.7% | -9.7% | +1.1% |
| 30D | +19.4% | +24.9% | -5.5% | +17.4% |
| 3M | +9.4% | +9.4% | 0.0% | +8.6% |
| 6M | +15.3% | +23.8% | -8.5% | +13.3% |
| YTD | +31.3% | +67.2% | -35.9% | +26.0% |
| 1Y | +34.9% | +54.6% | -19.8% | +30.1% |
| 3Y | +58.6% | -23.0% | +81.6% | +59.2% |
| 5Y | +40.7% | -39.1% | +79.8% | +41.8% |
| 10Y | +220.4% | -1.4% | +221.8% | +211.8% |
| All | +1,281.4% | -7.6% | +1,289.0% | +1,056.9% |
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