+167.6%
SYK vs MOS
+13.3%
+154.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.6% |
| 7D | -12.3% | +0.5% | -12.8% | -12.5% |
| 30D | -22.4% | +10.9% | -33.3% | -23.9% |
| 3M | -12.3% | +29.2% | -41.6% | -16.5% |
| 6M | -24.3% | -2.3% | -22.0% | -25.0% |
| YTD | -22.8% | +8.3% | -31.1% | -25.2% |
| 1Y | -28.8% | -21.2% | -7.6% | -27.1% |
| 3Y | -4.0% | -25.9% | +22.0% | -2.7% |
| 5Y | +3.8% | -9.4% | +13.2% | -4.4% |
| All | +167.6% | +13.3% | +154.2% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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