+453.7%
MP vs SIRI
-40.8%
+494.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +3.0% | +4.3% | -1.2% | +1.7% |
| 30D | +8.3% | -2.8% | +11.2% | +9.1% |
| 3M | -3.8% | +5.9% | -9.8% | -6.1% |
| 6M | -4.9% | +31.9% | -36.8% | -12.6% |
| YTD | +9.6% | +48.7% | -39.1% | -3.5% |
| 1Y | -11.7% | +23.2% | -34.9% | -18.1% |
| 3Y | +158.5% | -23.9% | +182.4% | +163.4% |
| 5Y | +68.9% | -43.4% | +112.3% | +89.5% |
| All | +453.7% | -40.8% | +494.5% | +503.8% |
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