+803.2%
MS vs SIRI
-14.2%
+817.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +1.7% | -3.9% | +5.6% | +2.8% |
| 30D | 0.0% | -0.8% | +0.8% | +0.1% |
| 3M | +3.0% | +4.3% | -1.3% | +1.2% |
| 6M | +35.7% | +34.1% | +1.6% | +23.4% |
| YTD | +23.3% | +47.3% | -24.0% | +8.5% |
| 1Y | +44.7% | +22.9% | +21.8% | +33.8% |
| 3Y | +178.0% | -24.6% | +202.6% | +179.5% |
| 5Y | +143.2% | -43.2% | +186.4% | +150.2% |
| 10Y | +803.2% | -12.3% | +815.5% | +597.6% |
| All | +803.2% | -14.2% | +817.4% | +597.6% |
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