+25,027.4%
SYK vs MAS
+1,430.5%
+23,596.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.0% |
| 7D | -8.3% | -0.8% | -7.6% | -8.2% |
| 30D | -10.1% | -5.6% | -4.5% | -8.8% |
| 3M | +0.9% | +4.4% | -3.5% | -0.6% |
| 6M | -20.2% | +7.2% | -27.4% | -22.3% |
| YTD | -13.3% | +16.1% | -29.4% | -17.5% |
| 1Y | -22.3% | +0.1% | -22.4% | -23.4% |
| 3Y | +9.7% | +28.3% | -18.6% | 0.0% |
| 5Y | +15.4% | +30.5% | -15.1% | +3.7% |
| 10Y | +192.9% | +139.1% | +53.7% | +123.9% |
| All | +25,027.4% | +1,430.5% | +23,596.9% | +10,284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling