+1,192.5%
MSTR vs SYK
+3,531.7%
-2,339.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.8% | +4.4% | -0.6% |
| 7D | +9.3% | -12.9% | +22.2% | +15.8% |
| 30D | +36.5% | -18.5% | +55.0% | +48.1% |
| 3M | +7.3% | -8.1% | +15.4% | +9.1% |
| 6M | +2.2% | -23.8% | +26.0% | +12.2% |
| YTD | -10.2% | -20.9% | +10.8% | -3.5% |
| 1Y | -58.6% | -29.0% | -29.7% | -53.7% |
| 3Y | +283.2% | -1.7% | +284.9% | +273.4% |
| 5Y | +113.8% | +4.0% | +109.8% | +109.8% |
| 10Y | +690.7% | +168.8% | +522.0% | +429.6% |
| All | +1,192.5% | +3,531.7% | -2,339.2% | +415.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling