+71.2%
MSFU vs SIRI
-45.0%
+116.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -6.9% | -3.0% | -4.0% | -6.8% |
| 30D | -5.1% | +1.3% | -6.4% | -5.2% |
| 3M | +44.6% | +5.6% | +39.0% | +43.6% |
| 6M | +32.8% | +35.2% | -2.3% | +29.4% |
| YTD | -10.1% | +49.1% | -59.1% | -13.3% |
| 1Y | -19.4% | +26.8% | -46.2% | -21.2% |
| 3Y | +26.2% | -23.7% | +49.8% | +25.2% |
| All | +71.2% | -45.0% | +116.2% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling