+514.9%
MKSI vs SIRI
-10.2%
+525.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | +2.7% | +0.6% | +2.1% | +2.4% |
| 30D | -12.8% | +2.5% | -15.3% | -13.7% |
| 3M | -22.5% | +6.6% | -29.1% | -25.3% |
| 6M | +19.4% | +32.9% | -13.5% | +5.1% |
| YTD | +67.7% | +50.5% | +17.3% | +39.5% |
| 1Y | +131.4% | +28.0% | +103.4% | +104.0% |
| 3Y | +197.3% | -22.4% | +219.7% | +198.8% |
| 5Y | +87.0% | -41.3% | +128.3% | +92.2% |
| All | +514.9% | -10.2% | +525.1% | +391.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling