-44.8%
MP vs SIRI
+54.8%
-99.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.2% |
| 7D | -10.5% | +12.6% | -23.1% | -12.5% |
| 30D | -23.5% | +25.9% | -49.4% | -27.0% |
| 3M | -25.4% | +10.3% | -35.8% | -27.1% |
| 6M | -51.3% | +24.8% | -76.1% | -54.6% |
| YTD | -29.9% | +68.6% | -98.5% | -36.8% |
| All | -44.8% | +54.8% | -99.6% | -47.3% |
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