+2,614.7%
SYK vs MKSI
+2,175.0%
+439.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.6% |
| 7D | -12.3% | +4.9% | -17.2% | -13.0% |
| 30D | -22.4% | -11.0% | -11.5% | -21.3% |
| 3M | -12.3% | -17.1% | +4.7% | -11.6% |
| 6M | -24.3% | +16.4% | -40.7% | -28.0% |
| YTD | -22.8% | +64.3% | -87.1% | -30.8% |
| 1Y | -28.8% | +137.7% | -166.5% | -40.3% |
| 3Y | -4.0% | +189.1% | -193.1% | -25.2% |
| 5Y | +3.8% | +83.1% | -79.3% | -14.8% |
| 10Y | +172.8% | +509.4% | -336.5% | +83.5% |
| All | +2,614.7% | +2,175.0% | +439.7% | +1,360.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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