+578.8%
MS vs SYY
+92.1%
+486.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +2.2% |
| 7D | +0.7% | -4.1% | +4.8% | +2.4% |
| 30D | -0.9% | +0.3% | -1.2% | -1.5% |
| 3M | -13.0% | -6.3% | -6.6% | -10.9% |
| 6M | -2.0% | +9.7% | -11.7% | -7.3% |
| YTD | +7.8% | +9.4% | -1.7% | +0.2% |
| 1Y | +17.9% | +7.3% | +10.6% | +10.4% |
| 3Y | +174.8% | +27.6% | +147.1% | +131.6% |
| 5Y | +119.9% | +12.5% | +107.3% | +95.2% |
| 10Y | +578.8% | +87.4% | +491.4% | +367.0% |
| All | +578.8% | +92.1% | +486.8% | +367.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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