+24.6%
SYK vs MAS
+39.9%
-15.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -5.0% | +3.0% | -8.0% | -6.0% |
| 30D | +9.9% | +22.4% | -12.5% | +2.8% |
| 3M | -8.9% | +14.5% | -23.4% | -13.0% |
| 6M | +3.1% | +27.1% | -24.0% | -5.7% |
| YTD | -11.1% | +35.8% | -46.9% | -21.4% |
| 1Y | -16.2% | +39.4% | -55.6% | -26.6% |
| 3Y | +13.2% | +60.3% | -47.1% | -10.3% |
| All | +24.6% | +39.9% | -15.2% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling