+25,648.3%
SYK vs MOD
+2,341.4%
+23,306.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +27.9% | -28.7% | -4.4% |
| 7D | -5.0% | +40.4% | -45.4% | -9.5% |
| 30D | +9.9% | -14.0% | +24.0% | +10.5% |
| 3M | -8.9% | -33.3% | +24.4% | -5.9% |
| 6M | +3.1% | -51.4% | +54.5% | +9.4% |
| YTD | -11.1% | +1.6% | -12.8% | -15.9% |
| 1Y | -16.2% | +5.4% | -21.5% | -21.4% |
| 3Y | +13.2% | +191.0% | -177.8% | -13.7% |
| 5Y | +23.5% | +1,093.1% | -1,069.7% | -26.5% |
| 10Y | +213.3% | +1,095.2% | -881.9% | +67.2% |
| All | +25,648.3% | +2,341.4% | +23,306.9% | +9,085.5% |
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