+23,889.4%
MSFT vs SIRI
-8.5%
+23,897.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -1.3% | -1.7% | +0.4% | -1.2% |
| 30D | -1.8% | +21.1% | -23.0% | -3.0% |
| 3M | +5.6% | +14.7% | -9.1% | +4.7% |
| 6M | +29.8% | +22.9% | +6.9% | +27.9% |
| YTD | +9.0% | +65.7% | -56.7% | +5.3% |
| 1Y | +4.9% | +53.5% | -48.5% | +1.8% |
| 3Y | +46.2% | -23.0% | +69.2% | +46.1% |
| 5Y | +62.1% | -41.5% | +103.6% | +62.9% |
| 10Y | +899.6% | -7.4% | +907.1% | +877.5% |
| All | +23,889.4% | -8.5% | +23,897.9% | +20,088.6% |
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