+4.7%
SYK vs MOD
+1,517.1%
-1,512.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.2% |
| 7D | -11.8% | +3.6% | -15.4% | -12.0% |
| 30D | -20.4% | -2.6% | -17.7% | -20.3% |
| 3M | -12.1% | -33.1% | +21.1% | -10.2% |
| 6M | -24.3% | -7.5% | -16.8% | -25.2% |
| YTD | -21.2% | +39.3% | -60.5% | -25.3% |
| 1Y | -29.2% | +34.3% | -63.4% | -33.1% |
| 3Y | -2.1% | +296.2% | -298.3% | -23.5% |
| 5Y | +4.7% | +1,504.6% | -1,499.8% | -38.1% |
| All | +4.7% | +1,517.1% | -1,512.4% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling