+112.4%
MS vs SYY
+7.8%
+104.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.3% |
| 7D | -1.6% | -7.3% | +5.7% | +0.8% |
| 30D | -3.8% | +0.1% | -3.9% | -4.2% |
| 3M | -14.6% | -8.2% | -6.4% | -12.4% |
| 6M | -5.1% | +6.3% | -11.3% | -8.3% |
| YTD | +4.5% | +7.3% | -2.8% | -1.6% |
| 1Y | +13.5% | +8.5% | +5.1% | +6.2% |
| 3Y | +160.4% | +24.9% | +135.5% | +120.3% |
| All | +112.4% | +7.8% | +104.6% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling