+25,027.4%
SYK vs MOD
+3,565.2%
+21,462.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -2.1% |
| 7D | -8.3% | +9.6% | -17.9% | -9.5% |
| 30D | -10.1% | 0.0% | -10.1% | -10.2% |
| 3M | +0.9% | -35.4% | +36.3% | +5.5% |
| 6M | -20.2% | -7.3% | -12.9% | -21.3% |
| YTD | -13.3% | +45.8% | -59.1% | -20.3% |
| 1Y | -22.3% | +43.1% | -65.5% | -29.2% |
| 3Y | +9.7% | +297.7% | -287.9% | -18.5% |
| 5Y | +15.4% | +1,478.8% | -1,463.3% | -32.6% |
| 10Y | +192.9% | +1,633.4% | -1,440.5% | +51.1% |
| All | +25,027.4% | +3,565.2% | +21,462.2% | +8,556.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling