-45.5%
MUZ vs SIRI
+16.0%
-61.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +0.8% | -13.6% | -14.1% |
| 7D | +14.0% | +11.4% | +2.6% | -4.3% |
| 30D | +57.6% | +24.2% | +33.3% | +11.8% |
| 3M | -3.1% | +11.1% | -14.2% | -15.5% |
| All | -45.5% | +16.0% | -61.5% | -65.2% |
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 · Available span rolling