+110.3%
MO vs SYK
+173.6%
-63.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.9% |
| 7D | -1.0% | -12.3% | +11.3% | +2.5% |
| 30D | +5.8% | -22.4% | +28.2% | +13.2% |
| 3M | -4.5% | -12.3% | +7.8% | -1.5% |
| 6M | +5.7% | -24.3% | +30.0% | +13.3% |
| YTD | +23.1% | -22.8% | +45.9% | +30.9% |
| 1Y | +10.9% | -28.8% | +39.7% | +20.5% |
| 3Y | +96.1% | -4.0% | +100.1% | +91.8% |
| 5Y | +100.1% | +3.8% | +96.2% | +87.0% |
| All | +110.3% | +173.6% | -63.3% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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