+445.3%
MP vs SIRI
-40.4%
+485.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.2% |
| 7D | -2.9% | +1.6% | -4.4% | -3.4% |
| 30D | +13.8% | -4.7% | +18.5% | +15.3% |
| 3M | -16.7% | +5.3% | -22.0% | -18.4% |
| 6M | -11.5% | +30.5% | -42.0% | -18.4% |
| YTD | +7.9% | +49.6% | -41.7% | -5.1% |
| 1Y | -15.0% | +28.5% | -43.5% | -22.2% |
| 3Y | +153.5% | -27.5% | +181.0% | +162.1% |
| 5Y | +58.7% | -44.7% | +103.3% | +80.4% |
| All | +445.3% | -40.4% | +485.7% | +493.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling