+9.0%
MSFT vs SIRI
+59.9%
-50.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.4% | -1.8% | +7.1% |
| 7D | +4.7% | +22.3% | -17.6% | +6.4% |
| 30D | +5.8% | +26.9% | -21.1% | +8.1% |
| 3M | +13.0% | +9.6% | +3.4% | +13.6% |
| 6M | +34.9% | +27.2% | +7.7% | +36.1% |
| YTD | +15.7% | +72.4% | -56.7% | +22.5% |
| 1Y | +9.0% | +59.9% | -51.0% | +14.7% |
| All | +9.0% | +59.9% | -50.9% | +14.7% |
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 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