+4,517.6%
MS vs SIRI
-17.3%
+4,534.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.5% |
| 7D | +1.4% | +1.6% | -0.2% | +1.2% |
| 30D | -0.3% | -4.7% | +4.5% | +0.2% |
| 3M | +0.3% | +5.3% | -5.0% | -0.4% |
| 6M | +31.3% | +30.5% | +0.8% | +27.2% |
| YTD | +24.7% | +49.6% | -25.0% | +18.8% |
| 1Y | +47.9% | +28.5% | +19.4% | +43.1% |
| 3Y | +178.3% | -27.5% | +205.8% | +180.9% |
| 5Y | +144.9% | -44.7% | +189.5% | +150.3% |
| 10Y | +804.5% | -12.6% | +817.2% | +785.2% |
| All | +4,517.6% | -17.3% | +4,534.9% | +3,665.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling