+160.4%
MS vs SIRI
-26.1%
+186.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.3% |
| 7D | -1.6% | +12.6% | -14.2% | -3.6% |
| 30D | -3.8% | +25.9% | -29.7% | -7.6% |
| 3M | -14.6% | +10.3% | -24.9% | -16.2% |
| 6M | -5.1% | +24.8% | -29.9% | -9.2% |
| YTD | +4.5% | +68.6% | -64.1% | -6.1% |
| 1Y | +13.5% | +55.9% | -42.4% | +3.6% |
| 3Y | +160.4% | -22.3% | +182.7% | +164.1% |
| All | +160.4% | -26.1% | +186.5% | +164.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling