+499.0%
MA vs SYY
+114.2%
+384.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -3.5% | +1.5% | -5.0% | -4.1% |
| 30D | +0.7% | -2.3% | +3.0% | +1.6% |
| 3M | +15.8% | +5.5% | +10.3% | +13.1% |
| 6M | +10.2% | -1.0% | +11.2% | +9.4% |
| YTD | -0.5% | +14.1% | -14.6% | -8.0% |
| 1Y | -1.8% | +5.6% | -7.4% | -6.1% |
| 3Y | +38.7% | +27.9% | +10.9% | +20.1% |
| 5Y | +67.6% | +22.7% | +44.9% | +47.4% |
| All | +499.0% | +114.2% | +384.8% | +313.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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