+773.9%
MS vs SYK
+173.6%
+600.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.2% |
| 7D | -2.1% | -12.3% | +10.3% | +4.6% |
| 30D | -1.1% | -22.4% | +21.3% | +12.6% |
| 3M | +3.5% | -12.3% | +15.8% | +8.2% |
| 6M | +33.7% | -24.3% | +58.0% | +51.0% |
| YTD | +21.8% | -22.8% | +44.5% | +35.4% |
| 1Y | +41.1% | -28.8% | +69.9% | +64.1% |
| 3Y | +174.5% | -4.0% | +178.5% | +163.4% |
| 5Y | +140.7% | +3.8% | +136.8% | +114.0% |
| All | +773.9% | +173.6% | +600.3% | +420.6% |
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