+6,288.2%
MS vs SYK
+12,208.8%
-5,920.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +1.0% |
| 7D | +1.4% | -8.3% | +9.7% | +5.7% |
| 30D | -0.3% | -10.1% | +9.8% | +4.8% |
| 3M | +0.3% | +0.9% | -0.6% | -2.0% |
| 6M | +31.3% | -20.2% | +51.5% | +43.4% |
| YTD | +24.7% | -13.3% | +37.9% | +30.2% |
| 1Y | +47.9% | -22.3% | +70.3% | +62.7% |
| 3Y | +178.3% | +9.7% | +168.6% | +155.0% |
| 5Y | +144.9% | +15.4% | +129.5% | +114.9% |
| 10Y | +804.5% | +192.9% | +611.7% | +394.3% |
| All | +6,288.2% | +12,208.8% | -5,920.6% | +1,310.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling