+144.8%
MS vs SIRI
-43.5%
+188.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +2.5% | +4.3% | -1.8% | +1.7% |
| 30D | 0.0% | -2.8% | +2.8% | +0.4% |
| 3M | +2.4% | +5.9% | -3.5% | +1.2% |
| 6M | +36.4% | +31.9% | +4.5% | +29.6% |
| YTD | +23.8% | +48.7% | -24.8% | +14.9% |
| 1Y | +48.6% | +23.2% | +25.4% | +42.2% |
| 3Y | +179.1% | -23.9% | +203.0% | +178.1% |
| 5Y | +144.8% | -43.4% | +188.2% | +157.7% |
| All | +144.8% | -43.5% | +188.3% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling