-5.3%
SYK vs MAS
+40.8%
-46.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.6% | +3.7% | +7.7% |
| 7D | +11.7% | +14.2% | -2.4% | +7.8% |
| 30D | +19.1% | +26.8% | -7.7% | +11.9% |
| 3M | +1.4% | +13.1% | -11.7% | -2.3% |
| 6M | +17.4% | +27.9% | -10.5% | +9.2% |
| YTD | -2.5% | +38.7% | -41.2% | -12.9% |
| 1Y | -5.3% | +40.4% | -45.7% | -16.0% |
| All | -5.3% | +40.8% | -46.1% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling