+601.1%
MSI vs SIRI
-10.2%
+611.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | -0.8% | +2.5% | -3.3% | -1.3% |
| 3M | +13.9% | +6.6% | +7.3% | +12.4% |
| 6M | +1.3% | +32.9% | -31.5% | -4.1% |
| YTD | +22.3% | +50.5% | -28.2% | +12.8% |
| 1Y | -3.9% | +28.0% | -31.8% | -8.8% |
| 3Y | +69.9% | -22.4% | +92.3% | +69.2% |
| 5Y | +103.8% | -41.3% | +145.1% | +108.5% |
| All | +601.1% | -10.2% | +611.3% | +509.6% |
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 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