+167.6%
SYK vs MOD
+1,465.6%
-1,298.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.7% | -1.6% |
| 7D | -12.3% | -3.9% | -8.4% | -12.0% |
| 30D | -22.4% | -9.6% | -12.8% | -21.7% |
| 3M | -12.3% | -30.6% | +18.2% | -9.6% |
| 6M | -24.3% | -10.9% | -13.4% | -25.0% |
| YTD | -22.8% | +34.3% | -57.0% | -28.0% |
| 1Y | -28.8% | +18.3% | -47.1% | -33.1% |
| 3Y | -4.0% | +281.9% | -285.9% | -28.9% |
| 5Y | +3.8% | +1,486.4% | -1,482.5% | -41.9% |
| All | +167.6% | +1,465.6% | -1,298.0% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling