+38.1%
MA vs SYK
-4.6%
+42.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | -3.5% | -12.3% | +8.9% | +1.0% |
| 30D | +0.7% | -22.4% | +23.1% | +10.1% |
| 3M | +15.8% | -12.3% | +28.1% | +20.1% |
| 6M | +10.2% | -24.3% | +34.5% | +21.2% |
| YTD | -0.5% | -22.8% | +22.3% | +8.2% |
| 1Y | -1.8% | -28.8% | +27.0% | +10.6% |
| All | +38.1% | -4.6% | +42.7% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling