+72.2%
MSFU vs SIRI
-45.1%
+117.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.3% |
| 7D | -3.2% | +4.3% | -7.4% | -3.4% |
| 30D | -3.1% | -2.8% | -0.3% | -3.0% |
| 3M | +35.3% | +5.9% | +29.4% | +34.3% |
| 6M | +31.6% | +31.9% | -0.3% | +28.4% |
| YTD | -9.5% | +48.7% | -58.2% | -12.8% |
| 1Y | -18.4% | +23.2% | -41.6% | -20.0% |
| 3Y | +26.9% | -23.9% | +50.8% | +26.0% |
| All | +72.2% | -45.1% | +117.4% | +122.4% |
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