+71.3%
MA vs SYY
+24.0%
+47.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -1.0% |
| 7D | +2.3% | -7.3% | +9.6% | +3.9% |
| 30D | +14.7% | +0.1% | +14.6% | +14.5% |
| 3M | +13.5% | -8.2% | +21.7% | +15.4% |
| 6M | +33.1% | +6.3% | +26.9% | +31.1% |
| YTD | +15.1% | +7.3% | +7.7% | +10.4% |
| 1Y | +18.7% | +8.5% | +10.3% | +13.3% |
| All | +71.3% | +24.0% | +47.3% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling