+67.5%
MA vs SYY
+18.1%
+49.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.3% |
| 7D | -1.8% | -2.8% | +1.0% | -0.6% |
| 30D | +1.4% | -5.3% | +6.7% | +3.7% |
| 3M | +17.7% | +5.1% | +12.7% | +15.3% |
| 6M | +9.7% | -5.0% | +14.7% | +11.1% |
| YTD | +0.5% | +10.7% | -10.2% | -6.5% |
| 1Y | -2.1% | +0.7% | -2.8% | -4.3% |
| 3Y | +40.1% | +24.0% | +16.1% | +19.2% |
| 5Y | +67.5% | +19.3% | +48.2% | +40.7% |
| All | +67.5% | +18.1% | +49.5% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling