+182.7%
MS vs SYY
+26.6%
+156.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.8% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | 0.0% | -2.7% | +2.8% | +0.5% |
| 3M | +3.0% | +5.9% | -2.9% | +1.5% |
| 6M | +35.7% | -2.3% | +38.0% | +35.7% |
| YTD | +23.3% | +13.1% | +10.2% | +17.3% |
| 1Y | +44.7% | +3.8% | +40.9% | +41.6% |
| All | +182.7% | +26.6% | +156.1% | +145.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling