+1,346.4%
MU vs SIRI
-44.1%
+1,390.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.0% |
| 7D | +7.5% | -3.9% | +11.4% | +8.4% |
| 30D | +19.4% | -0.8% | +20.2% | +19.5% |
| 3M | +9.8% | +4.3% | +5.5% | +7.7% |
| 6M | +164.1% | +34.1% | +130.1% | +143.8% |
| YTD | +260.3% | +47.3% | +213.0% | +224.2% |
| 1Y | +661.2% | +22.9% | +638.3% | +612.9% |
| 3Y | +1,380.8% | -24.6% | +1,405.4% | +1,362.5% |
| 5Y | +1,346.4% | -43.2% | +1,389.6% | +1,450.0% |
| All | +1,346.4% | -44.1% | +1,390.5% | +1,450.0% |
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 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