+542.0%
MS vs SIRI
-7.4%
+549.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | +5.1% | -1.7% | +6.8% | +5.6% |
| 30D | +5.7% | +21.1% | -15.5% | 0.0% |
| 3M | -12.2% | +14.7% | -26.9% | -15.8% |
| 6M | -0.5% | +22.9% | -23.4% | -7.0% |
| YTD | +9.8% | +65.7% | -55.9% | -6.7% |
| 1Y | +17.7% | +53.5% | -35.7% | +2.3% |
| 3Y | +176.8% | -23.0% | +199.8% | +180.9% |
| 5Y | +123.7% | -41.5% | +165.2% | +134.5% |
| All | +542.0% | -7.4% | +549.4% | +439.4% |
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