+58.1%
MP vs SIRI
-44.4%
+102.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.1% |
| 7D | -2.9% | +1.6% | -4.4% | -3.3% |
| 30D | +13.8% | -4.7% | +18.5% | +15.2% |
| 3M | -16.7% | +5.3% | -22.0% | -18.3% |
| 6M | -11.5% | +30.5% | -42.0% | -17.8% |
| YTD | +7.9% | +49.6% | -41.7% | -4.0% |
| 1Y | -15.0% | +28.5% | -43.5% | -21.5% |
| 3Y | +153.5% | -27.5% | +181.0% | +160.5% |
| All | +58.1% | -44.4% | +102.5% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling