+25,648.3%
SYK vs MOS
+118.7%
+25,529.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -5.0% | -2.0% | -3.0% | -4.7% |
| 30D | +9.9% | +15.3% | -5.4% | +7.3% |
| 3M | -8.9% | +1.5% | -10.4% | -9.6% |
| 6M | +3.1% | -2.0% | +5.1% | +2.5% |
| YTD | -11.1% | -6.5% | -4.6% | -11.8% |
| 1Y | -16.2% | -11.1% | -5.1% | -16.3% |
| 3Y | +13.2% | -30.3% | +43.4% | +15.3% |
| 5Y | +23.5% | -33.5% | +57.0% | +22.8% |
| 10Y | +213.3% | -3.3% | +216.7% | +170.3% |
| All | +25,648.3% | +118.7% | +25,529.6% | +13,582.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling