+15,614.6%
MA vs SYY
+353.1%
+15,261.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -1.6% |
| 7D | +2.3% | -7.3% | +9.6% | +6.0% |
| 30D | +14.7% | +0.1% | +14.6% | +14.2% |
| 3M | +13.5% | -8.2% | +21.7% | +17.9% |
| 6M | +33.1% | +6.3% | +26.9% | +28.0% |
| YTD | +15.1% | +7.3% | +7.7% | +7.5% |
| 1Y | +18.7% | +8.5% | +10.3% | +10.1% |
| 3Y | +72.1% | +24.9% | +47.1% | +45.6% |
| 5Y | +92.8% | +8.0% | +84.8% | +74.6% |
| 10Y | +571.6% | +107.2% | +464.5% | +265.9% |
| All | +15,614.6% | +353.1% | +15,261.6% | +4,609.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling