+6,288.2%
MS vs SYY
+2,745.4%
+3,542.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +1.0% |
| 7D | +1.4% | -2.3% | +3.7% | +2.6% |
| 30D | -0.3% | -4.9% | +4.7% | +2.5% |
| 3M | +0.3% | +8.4% | -8.1% | -4.6% |
| 6M | +31.3% | -7.4% | +38.7% | +34.4% |
| YTD | +24.7% | +11.0% | +13.7% | +14.4% |
| 1Y | +47.9% | -0.2% | +48.1% | +43.4% |
| 3Y | +178.3% | +23.8% | +154.6% | +134.8% |
| 5Y | +144.9% | +18.1% | +126.8% | +108.6% |
| 10Y | +804.5% | +94.6% | +709.9% | +420.5% |
| All | +6,288.2% | +2,745.4% | +3,542.8% | +1,309.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling