-29.8%
SYK vs MSI
-2.5%
-27.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.2% |
| 7D | -12.3% | -1.8% | -10.6% | -11.9% |
| 30D | -22.4% | -0.6% | -21.8% | -22.3% |
| 3M | -12.3% | +13.0% | -25.4% | -15.1% |
| 6M | -24.3% | +0.5% | -24.8% | -25.1% |
| YTD | -22.8% | +21.7% | -44.5% | -26.3% |
| All | -29.8% | -2.5% | -27.4% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling