+443.0%
MP vs SIRI
-41.3%
+484.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -0.7% | -3.9% | +3.2% | +0.4% |
| 30D | -0.7% | -0.8% | +0.2% | -0.5% |
| 3M | 0.0% | +4.3% | -4.3% | -1.9% |
| 6M | -10.0% | +34.1% | -44.0% | -17.6% |
| YTD | +7.5% | +47.3% | -39.8% | -5.1% |
| 1Y | -14.0% | +22.9% | -36.9% | -20.2% |
| 3Y | +153.5% | -24.6% | +178.1% | +159.0% |
| 5Y | +62.7% | -43.2% | +105.9% | +81.7% |
| All | +443.0% | -41.3% | +484.3% | +493.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling