+122.9%
MS vs SYY
+15.0%
+107.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +5.1% | +0.3% | +4.8% | +5.0% |
| 30D | +5.7% | -4.8% | +10.5% | +7.2% |
| 3M | -12.2% | -7.1% | -5.1% | -10.3% |
| 6M | -0.5% | +6.8% | -7.3% | -4.1% |
| YTD | +9.8% | +7.7% | +2.2% | +3.3% |
| 1Y | +17.7% | +5.7% | +12.0% | +11.5% |
| 3Y | +176.8% | +24.6% | +152.3% | +134.6% |
| All | +122.9% | +15.0% | +107.9% | +92.1% |
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