+2,222.5%
MKSI vs SIRI
-84.7%
+2,307.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.0% |
| 7D | +2.7% | +0.6% | +2.1% | +2.6% |
| 30D | -12.8% | +2.5% | -15.3% | -13.1% |
| 3M | -22.5% | +6.6% | -29.1% | -23.5% |
| 6M | +19.4% | +32.9% | -13.5% | +14.0% |
| YTD | +67.7% | +50.5% | +17.3% | +56.9% |
| 1Y | +131.4% | +28.0% | +103.4% | +121.3% |
| 3Y | +197.3% | -22.4% | +219.7% | +201.1% |
| 5Y | +87.0% | -41.3% | +128.3% | +92.9% |
| 10Y | +522.1% | -10.4% | +532.5% | +513.4% |
| All | +2,222.5% | -84.7% | +2,307.3% | +2,305.4% |
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