+168.8%
SYK vs MAS
+135.2%
+33.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.4% | -6.4% | -7.9% |
| 7D | -12.9% | +1.0% | -13.9% | -13.2% |
| 30D | -18.5% | -8.1% | -10.4% | -15.8% |
| 3M | -8.1% | +3.3% | -11.4% | -10.0% |
| 6M | -23.8% | +12.4% | -36.2% | -28.3% |
| YTD | -20.9% | +13.3% | -34.2% | -26.4% |
| 1Y | -29.0% | -4.7% | -24.3% | -29.2% |
| 3Y | -1.7% | +33.0% | -34.6% | -18.1% |
| 5Y | +4.0% | +33.9% | -29.9% | -15.9% |
| 10Y | +168.8% | +135.4% | +33.4% | +65.4% |
| All | +168.8% | +135.2% | +33.5% | +65.4% |
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