+25,027.4%
SYK vs MOS
+155.8%
+24,871.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | -8.3% | +9.5% | -17.9% | -9.7% |
| 30D | -10.1% | +10.4% | -20.5% | -11.6% |
| 3M | +0.9% | +12.9% | -12.0% | -1.4% |
| 6M | -20.2% | +1.2% | -21.4% | -21.3% |
| YTD | -13.3% | +9.3% | -22.6% | -15.8% |
| 1Y | -22.3% | -18.0% | -4.4% | -21.3% |
| 3Y | +9.7% | -29.0% | +38.8% | +11.7% |
| 5Y | +15.4% | -9.6% | +25.0% | +9.3% |
| 10Y | +192.9% | +6.1% | +186.8% | +149.4% |
| All | +25,027.4% | +155.8% | +24,871.6% | +12,973.4% |
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