-11.7%
MP vs SIRI
+25.1%
-36.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +3.0% | +4.3% | -1.2% | +2.2% |
| 30D | +8.3% | -2.8% | +11.2% | +8.7% |
| 3M | -3.8% | +5.9% | -9.8% | -6.6% |
| 6M | -4.9% | +31.9% | -36.8% | -8.3% |
| YTD | +9.6% | +48.7% | -39.1% | +4.5% |
| 1Y | -11.7% | +23.2% | -34.9% | -21.4% |
| All | -11.7% | +25.1% | -36.8% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling