+2,800.3%
MSCI vs SIRI
+17.4%
+2,783.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +3.0% | -1.7% | +4.7% | +3.3% |
| 30D | +17.8% | +21.1% | -3.3% | +14.6% |
| 3M | +15.2% | +14.7% | +0.5% | +12.8% |
| 6M | +16.5% | +22.9% | -6.4% | +12.8% |
| YTD | +16.4% | +65.7% | -49.4% | +7.5% |
| 1Y | +16.8% | +53.5% | -36.7% | +9.1% |
| 3Y | +35.8% | -23.0% | +58.8% | +36.2% |
| 5Y | +7.0% | -41.5% | +48.5% | +8.7% |
| 10Y | +818.6% | -7.4% | +826.0% | +773.5% |
| All | +2,800.3% | +17.4% | +2,783.0% | +3,101.9% |
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