+7.3%
MSCI vs SIRI
-23.5%
+30.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.7% |
| 7D | -2.1% | +4.3% | -6.4% | -2.7% |
| 30D | -1.7% | -2.8% | +1.1% | -1.4% |
| 3M | -8.2% | +5.9% | -14.1% | -8.9% |
| 6M | -2.4% | +31.9% | -34.4% | -6.1% |
| YTD | -2.8% | +48.7% | -51.5% | -8.1% |
| 1Y | -2.7% | +23.2% | -25.9% | -5.8% |
| 3Y | +7.3% | -23.9% | +31.2% | +6.6% |
| All | +7.3% | -23.5% | +30.8% | +6.6% |
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 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