+10,452.3%
MU vs SIRI
-17.3%
+10,469.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.6% | +8.7% | +6.4% |
| 7D | +9.0% | +1.6% | +7.4% | +8.7% |
| 30D | +13.8% | -4.7% | +18.5% | +14.4% |
| 3M | +2.1% | +5.3% | -3.2% | +1.2% |
| 6M | +153.8% | +30.5% | +123.3% | +145.1% |
| YTD | +256.4% | +49.6% | +206.8% | +238.1% |
| 1Y | +719.8% | +28.5% | +691.3% | +690.9% |
| 3Y | +1,360.4% | -27.5% | +1,387.8% | +1,383.6% |
| 5Y | +1,312.4% | -44.7% | +1,357.1% | +1,355.6% |
| 10Y | +6,142.6% | -12.6% | +6,155.2% | +6,070.8% |
| All | +10,452.3% | -17.3% | +10,469.7% | +8,101.6% |
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 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