+7,980.2%
MU vs SIRI
-8.5%
+7,988.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.6% |
| 7D | +12.8% | -1.7% | +14.5% | +13.0% |
| 30D | -14.9% | +21.1% | -36.0% | -16.9% |
| 3M | -18.0% | +14.7% | -32.8% | -19.6% |
| 6M | -3.1% | +22.9% | -26.0% | -6.0% |
| YTD | +172.9% | +65.7% | +107.2% | +155.0% |
| 1Y | +228.8% | +53.5% | +175.4% | +210.1% |
| 3Y | +950.8% | -23.0% | +973.8% | +960.6% |
| 5Y | +931.3% | -41.5% | +972.8% | +952.4% |
| 10Y | +4,417.7% | -7.4% | +4,425.2% | +4,316.7% |
| All | +7,980.2% | -8.5% | +7,988.7% | +6,084.6% |
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