-3.5%
MSFU vs SIRI
+59.9%
-63.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +8.4% | +5.0% | +14.2% |
| 7D | +8.2% | +22.3% | -14.1% | +11.7% |
| 30D | +10.2% | +26.9% | -16.8% | +14.7% |
| 3M | +22.9% | +9.6% | +13.3% | +24.2% |
| 6M | +63.2% | +27.2% | +36.0% | +66.2% |
| YTD | +11.7% | +72.4% | -60.7% | +25.6% |
| 1Y | -3.5% | +59.9% | -63.4% | +7.1% |
| All | -3.5% | +59.9% | -63.3% | +7.1% |
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