+275.2%
MSTR vs SYK
-4.6%
+279.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -2.5% |
| 7D | -11.2% | -12.3% | +1.1% | -7.4% |
| 30D | +33.8% | -22.4% | +56.2% | +44.9% |
| 3M | +11.5% | -12.3% | +23.8% | +13.7% |
| 6M | -7.2% | -24.3% | +17.2% | +3.2% |
| YTD | -15.4% | -22.8% | +7.4% | -8.0% |
| 1Y | -60.6% | -28.8% | -31.8% | -54.9% |
| All | +275.2% | -4.6% | +279.8% | +297.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling