+542.0%
MS vs SYK
+213.4%
+328.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +5.1% | -5.0% | +10.1% | +7.9% |
| 30D | +5.7% | +9.9% | -4.3% | -0.1% |
| 3M | -12.2% | -8.9% | -3.2% | -8.7% |
| 6M | -0.5% | +3.1% | -3.6% | -5.7% |
| YTD | +9.8% | -11.1% | +21.0% | +12.7% |
| 1Y | +17.7% | -16.2% | +33.9% | +25.0% |
| 3Y | +176.8% | +13.2% | +163.7% | +141.6% |
| 5Y | +123.7% | +23.5% | +100.2% | +78.6% |
| All | +542.0% | +213.4% | +328.6% | +226.5% |
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