+645.5%
MSTR vs SYK
+173.6%
+471.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -2.0% |
| 7D | -11.2% | -12.3% | +1.1% | -4.3% |
| 30D | +33.8% | -22.4% | +56.2% | +54.0% |
| 3M | +11.5% | -12.3% | +23.8% | +17.0% |
| 6M | -7.2% | -24.3% | +17.2% | +5.9% |
| YTD | -15.4% | -22.8% | +7.4% | -5.5% |
| 1Y | -60.6% | -28.8% | -31.8% | -54.0% |
| 3Y | +260.8% | -4.0% | +264.8% | +245.1% |
| 5Y | +108.8% | +3.8% | +105.0% | +91.4% |
| All | +645.5% | +173.6% | +471.9% | +355.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 10y: compounded portfolio wealth divided by compounded SYK 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…
10y analysis · Full analysis span regression · 6 months rolling