-11.4%
SYK vs MAS
+39.3%
-50.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -6.1% | -1.8% | -4.3% | -5.7% |
| 30D | +12.8% | +23.6% | -10.8% | +6.8% |
| 3M | -8.1% | +12.4% | -20.6% | -11.2% |
| 6M | +13.5% | +21.9% | -8.4% | +6.9% |
| YTD | -8.5% | +36.1% | -44.6% | -17.8% |
| 1Y | -11.4% | +39.5% | -50.9% | -21.4% |
| All | -11.4% | +39.3% | -50.7% | -21.4% |
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 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