-22.3%
SYK vs MAS
+1.6%
-23.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.0% |
| 7D | -8.3% | -0.8% | -7.6% | -8.2% |
| 30D | -10.1% | -5.6% | -4.5% | -9.0% |
| 3M | +0.9% | +4.4% | -3.5% | -0.8% |
| 6M | -20.2% | +7.2% | -27.4% | -22.4% |
| YTD | -13.3% | +16.1% | -29.4% | -18.0% |
| 1Y | -22.3% | +0.1% | -22.4% | -25.0% |
| All | -22.3% | +1.6% | -23.9% | -25.0% |
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