+26.9%
MKSI vs SIRI
+59.1%
-32.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.3% |
| 7D | -18.2% | +15.9% | -34.1% | -17.6% |
| 30D | -37.2% | +26.0% | -63.2% | -36.6% |
| 3M | -43.5% | +9.2% | -52.7% | -42.9% |
| 6M | -38.4% | +28.3% | -66.7% | -40.0% |
| YTD | +10.9% | +71.5% | -60.5% | +4.0% |
| 1Y | +26.9% | +55.0% | -28.1% | +21.9% |
| All | +26.9% | +59.1% | -32.2% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling