+388.9%
SYK vs MSCI
+2,648.6%
-2,259.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.8% | -5.0% | -7.6% |
| 7D | -12.9% | -2.1% | -10.8% | -12.3% |
| 30D | -18.5% | -1.7% | -16.7% | -18.0% |
| 3M | -8.1% | -8.2% | +0.1% | -5.8% |
| 6M | -23.8% | -2.4% | -21.3% | -23.6% |
| YTD | -20.9% | -2.8% | -18.1% | -21.0% |
| 1Y | -29.0% | -2.7% | -26.3% | -29.3% |
| 3Y | -1.7% | +7.3% | -9.0% | -7.0% |
| 5Y | +4.0% | -11.4% | +15.4% | +2.4% |
| 10Y | +168.8% | +605.8% | -437.1% | +41.6% |
| All | +388.9% | +2,648.6% | -2,259.7% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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