+1,308.4%
MAS vs SIRI
-5.3%
+1,313.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.4% |
| 7D | +4.6% | +15.9% | -11.3% | +3.4% |
| 30D | +19.9% | +26.0% | -6.1% | +17.8% |
| 3M | +8.9% | +9.2% | -0.3% | +8.1% |
| 6M | +20.2% | +28.3% | -8.1% | +17.7% |
| YTD | +33.9% | +71.5% | -37.6% | +28.2% |
| 1Y | +34.7% | +55.0% | -20.3% | +29.9% |
| 3Y | +60.4% | -24.4% | +84.8% | +61.2% |
| 5Y | +43.5% | -37.6% | +81.0% | +44.3% |
| 10Y | +226.7% | +1.1% | +225.6% | +217.2% |
| All | +1,308.4% | -5.3% | +1,313.7% | +1,077.2% |
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