+2,951.1%
SYK vs MAR
+2,441.5%
+509.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | -12.3% | -2.1% | -10.2% | -11.7% |
| 30D | -22.4% | -5.7% | -16.8% | -21.0% |
| 3M | -12.3% | -14.6% | +2.3% | -8.1% |
| 6M | -24.3% | +1.3% | -25.7% | -24.9% |
| YTD | -22.8% | +6.7% | -29.5% | -24.8% |
| 1Y | -28.8% | +26.4% | -55.2% | -34.5% |
| 3Y | -4.0% | +64.7% | -68.7% | -19.7% |
| 5Y | +3.8% | +153.1% | -149.2% | -25.3% |
| 10Y | +172.8% | +437.9% | -265.0% | +50.3% |
| All | +2,951.1% | +2,441.5% | +509.7% | +889.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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