+48.9%
MSFT vs SIRI
-24.2%
+73.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -1.0% | -3.9% | +2.9% | -0.9% |
| 30D | -2.7% | -0.8% | -1.8% | -2.6% |
| 3M | +22.1% | +4.3% | +17.8% | +21.6% |
| 6M | +20.6% | +34.1% | -13.5% | +18.5% |
| YTD | +2.3% | +47.3% | -45.0% | 0.0% |
| 1Y | -0.5% | +22.9% | -23.5% | -1.7% |
| All | +48.9% | -24.2% | +73.1% | +47.2% |
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