+254.1%
MP vs SIRI
-32.8%
+286.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.4% |
| 7D | -10.5% | +12.6% | -23.1% | -13.8% |
| 30D | -23.5% | +25.9% | -49.4% | -28.7% |
| 3M | -25.4% | +10.3% | -35.8% | -27.9% |
| 6M | -51.3% | +24.8% | -76.1% | -54.7% |
| YTD | -29.9% | +68.6% | -98.5% | -40.8% |
| 1Y | -31.8% | +55.9% | -87.7% | -41.0% |
| 3Y | +127.0% | -22.3% | +149.3% | +130.9% |
| 5Y | -3.3% | -38.6% | +35.3% | +6.9% |
| All | +254.1% | -32.8% | +286.9% | +270.7% |
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 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