+25,877.0%
SYK vs MOD
+1,809.4%
+24,067.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -6.8% | +16.1% | -22.9% | -8.6% |
| 30D | +10.6% | -38.5% | +49.1% | +16.4% |
| 3M | -9.7% | -46.8% | +37.1% | -3.6% |
| 6M | +6.7% | -61.6% | +68.3% | +17.2% |
| YTD | -10.4% | -20.5% | +10.2% | -12.1% |
| 1Y | -14.0% | -28.0% | +14.0% | -15.0% |
| 3Y | +17.6% | +134.9% | -117.3% | -7.5% |
| 5Y | +24.6% | +833.2% | -808.6% | -23.1% |
| 10Y | +216.1% | +834.8% | -618.7% | +74.8% |
| All | +25,877.0% | +1,809.4% | +24,067.6% | +9,503.6% |
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