+26,997.9%
SYK vs MAS
+1,630.9%
+25,367.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.3% |
| 7D | +11.7% | +2.0% | +9.7% | +11.2% |
| 30D | +18.3% | +19.4% | -1.1% | +13.2% |
| 3M | -3.1% | +9.4% | -12.5% | -5.3% |
| 6M | +12.1% | +15.3% | -3.2% | +7.6% |
| YTD | -6.5% | +31.3% | -37.8% | -13.7% |
| 1Y | -6.9% | +34.9% | -41.7% | -14.7% |
| 3Y | +21.2% | +58.6% | -37.4% | +4.9% |
| 5Y | +24.4% | +40.7% | -16.3% | +9.8% |
| 10Y | +210.6% | +220.4% | -9.8% | +122.1% |
| All | +26,997.9% | +1,630.9% | +25,367.1% | +10,761.4% |
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 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