+553.7%
MS vs SIRI
-5.0%
+558.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.6% |
| 7D | +0.8% | +5.5% | -4.7% | -0.8% |
| 30D | -0.7% | +22.6% | -23.3% | -6.4% |
| 3M | -12.4% | +12.9% | -25.3% | -15.6% |
| 6M | -1.7% | +22.3% | -24.0% | -8.0% |
| YTD | +8.0% | +67.8% | -59.7% | -8.5% |
| 1Y | +16.2% | +54.6% | -38.3% | +0.8% |
| 3Y | +171.3% | -21.4% | +192.7% | +173.5% |
| 5Y | +124.8% | -39.2% | +164.0% | +131.2% |
| 10Y | +553.7% | -5.2% | +558.9% | +436.1% |
| All | +553.7% | -5.0% | +558.7% | +436.1% |
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