+27.6%
SYK vs MOS
-29.3%
+56.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -6.1% | +5.5% | -11.6% | -6.7% |
| 30D | +12.8% | +21.0% | -8.1% | +10.3% |
| 3M | -8.1% | -0.5% | -7.7% | -8.6% |
| 6M | +13.5% | +6.6% | +6.9% | +11.8% |
| YTD | -8.5% | -2.8% | -5.8% | -9.9% |
| 1Y | -11.4% | -8.1% | -3.3% | -12.2% |
| 3Y | +20.0% | -25.6% | +45.6% | +20.2% |
| 5Y | +27.6% | -29.8% | +57.3% | +16.5% |
| All | +27.6% | -29.3% | +56.9% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling