-0.3%
MSFT vs SIRI
+28.0%
-28.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.7% |
| 7D | -0.8% | +0.6% | -1.4% | -0.8% |
| 30D | +0.8% | +2.5% | -1.7% | +1.1% |
| 3M | +27.2% | +6.6% | +20.6% | +26.8% |
| 6M | +22.9% | +32.9% | -10.0% | +25.1% |
| YTD | +3.1% | +50.5% | -47.3% | +6.6% |
| 1Y | -0.3% | +28.0% | -28.2% | +4.0% |
| All | -0.3% | +28.0% | -28.3% | +4.0% |
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