+499.0%
MA vs SYK
+173.6%
+325.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.8% |
| 7D | -3.5% | -12.3% | +8.9% | +4.2% |
| 30D | +0.7% | -22.4% | +23.1% | +16.8% |
| 3M | +15.8% | -12.3% | +28.1% | +23.3% |
| 6M | +10.2% | -24.3% | +34.5% | +27.8% |
| YTD | -0.5% | -22.8% | +22.3% | +13.5% |
| 1Y | -1.8% | -28.8% | +27.0% | +17.7% |
| 3Y | +38.7% | -4.0% | +42.7% | +33.5% |
| 5Y | +67.6% | +3.8% | +63.8% | +48.9% |
| All | +499.0% | +173.6% | +325.4% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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