+212.9%
SYK vs MAS
+230.1%
-17.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -1.8% |
| 7D | +6.2% | +3.3% | +2.9% | +4.8% |
| 30D | +17.5% | +25.5% | -8.0% | +7.5% |
| 3M | -3.6% | +11.8% | -15.4% | -7.8% |
| 6M | +14.8% | +21.3% | -6.6% | +5.3% |
| YTD | -6.5% | +37.7% | -44.3% | -19.5% |
| 1Y | -7.5% | +41.0% | -48.5% | -21.2% |
| 3Y | +23.9% | +63.0% | -39.1% | -4.7% |
| 5Y | +24.8% | +44.1% | -19.3% | -1.0% |
| 10Y | +212.9% | +224.3% | -11.3% | +72.6% |
| All | +212.9% | +230.1% | -17.2% | +72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling