+15,808.0%
MA vs SYY
+353.5%
+15,454.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +11.0% | -2.2% | +13.3% | +11.9% |
| 3M | +17.9% | -8.0% | +25.9% | +22.3% |
| 6M | +33.2% | +7.5% | +25.7% | +27.3% |
| YTD | +16.5% | +7.4% | +9.0% | +8.7% |
| 1Y | +19.1% | +4.9% | +14.2% | +12.5% |
| 3Y | +70.6% | +24.1% | +46.5% | +44.8% |
| 5Y | +92.1% | +13.4% | +78.7% | +69.6% |
| 10Y | +569.6% | +87.5% | +482.0% | +291.2% |
| All | +15,808.0% | +353.5% | +15,454.4% | +4,663.9% |
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