+182.7%
MS vs SYK
-2.7%
+185.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.7% | -11.8% | +13.5% | +5.0% |
| 30D | 0.0% | -20.4% | +20.4% | +6.2% |
| 3M | +3.0% | -12.1% | +15.1% | +4.9% |
| 6M | +35.7% | -24.3% | +60.0% | +47.5% |
| YTD | +23.3% | -21.2% | +44.5% | +31.2% |
| 1Y | +44.7% | -29.2% | +73.8% | +62.1% |
| All | +182.7% | -2.7% | +185.4% | +189.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling