+24.7%
SYK vs MAS
+39.2%
-14.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.1% |
| 7D | +11.7% | +2.0% | +9.7% | +11.1% |
| 30D | +18.3% | +19.4% | -1.1% | +11.7% |
| 3M | -3.1% | +9.4% | -12.5% | -6.0% |
| 6M | +12.1% | +15.3% | -3.2% | +6.0% |
| YTD | -6.5% | +31.3% | -37.8% | -16.3% |
| 1Y | -6.9% | +34.9% | -41.7% | -17.5% |
| 3Y | +21.2% | +58.6% | -37.4% | -3.7% |
| All | +24.7% | +39.2% | -14.5% | +2.4% |
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 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