+143.2%
MS vs SYK
+3.6%
+139.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.7% | -11.8% | +13.5% | +6.4% |
| 30D | 0.0% | -20.4% | +20.4% | +8.9% |
| 3M | +3.0% | -12.1% | +15.1% | +6.2% |
| 6M | +35.7% | -24.3% | +60.0% | +49.7% |
| YTD | +23.3% | -21.2% | +44.5% | +33.0% |
| 1Y | +44.7% | -29.2% | +73.8% | +64.3% |
| 3Y | +178.0% | -2.1% | +180.1% | +167.3% |
| 5Y | +143.2% | +4.7% | +138.4% | +118.5% |
| All | +143.2% | +3.6% | +139.6% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling