+48.6%
MS vs SYY
0.0%
+48.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +2.5% | -2.8% | +5.2% | +2.4% |
| 30D | 0.0% | -5.3% | +5.2% | -0.2% |
| 3M | +2.4% | +5.1% | -2.6% | +2.2% |
| 6M | +36.4% | -5.0% | +41.4% | +35.5% |
| YTD | +23.8% | +10.7% | +13.1% | +23.2% |
| 1Y | +48.6% | +0.7% | +47.9% | +47.2% |
| All | +48.6% | 0.0% | +48.6% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling