-14.0%
SYK vs MAS
+38.6%
-52.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -6.8% | +1.2% | -7.9% | -7.1% |
| 30D | +10.6% | +21.6% | -11.0% | +5.1% |
| 3M | -9.7% | +14.1% | -23.9% | -12.9% |
| 6M | +6.7% | +22.6% | -15.9% | +0.4% |
| YTD | -10.4% | +35.4% | -45.8% | -19.2% |
| 1Y | -14.0% | +37.5% | -51.5% | -23.2% |
| All | -14.0% | +38.6% | -52.6% | -23.2% |
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