+70.7%
MSFU vs SIRI
-45.6%
+116.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.3% | -3.9% | +1.6% | -2.1% |
| 30D | -6.3% | -0.8% | -5.4% | -6.2% |
| 3M | +40.0% | +4.3% | +35.6% | +39.1% |
| 6M | +30.1% | +34.1% | -4.0% | +26.8% |
| YTD | -10.3% | +47.3% | -57.6% | -13.5% |
| 1Y | -19.0% | +22.9% | -41.9% | -20.7% |
| 3Y | +25.8% | -24.6% | +50.4% | +24.9% |
| All | +70.7% | -45.6% | +116.3% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling