-0.8%
MSFT vs SIRI
+28.3%
-29.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -2.3% |
| 7D | -2.7% | +1.6% | -4.3% | -2.5% |
| 30D | +2.7% | -4.7% | +7.4% | +2.3% |
| 3M | +17.0% | +5.3% | +11.7% | +16.6% |
| 6M | +23.8% | +30.5% | -6.7% | +25.9% |
| YTD | +4.0% | +49.6% | -45.7% | +7.7% |
| 1Y | -0.8% | +28.5% | -29.3% | +2.5% |
| All | -0.8% | +28.3% | -29.2% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling