+22,518.9%
MSFT vs SIRI
-17.9%
+22,536.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -1.4% | +4.3% | -5.7% | -1.7% |
| 30D | -1.0% | -2.8% | +1.8% | -0.9% |
| 3M | +20.2% | +5.9% | +14.3% | +19.6% |
| 6M | +21.3% | +31.9% | -10.7% | +19.0% |
| YTD | +2.8% | +48.7% | -45.9% | -0.1% |
| 1Y | 0.0% | +23.2% | -23.3% | -1.8% |
| 3Y | +51.2% | -23.9% | +75.1% | +51.0% |
| 5Y | +71.4% | -43.4% | +114.8% | +72.7% |
| 10Y | +868.6% | -13.6% | +882.2% | +851.9% |
| All | +22,518.9% | -17.9% | +22,536.8% | +19,069.5% |
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 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