+5.0%
SYK vs MSI
+101.7%
-96.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.3% |
| 7D | -12.3% | -1.8% | -10.6% | -11.6% |
| 30D | -22.4% | -0.6% | -21.8% | -22.2% |
| 3M | -12.3% | +13.0% | -25.4% | -17.0% |
| 6M | -24.3% | +0.5% | -24.8% | -24.9% |
| YTD | -22.8% | +21.7% | -44.5% | -30.0% |
| 1Y | -28.8% | -2.6% | -26.2% | -28.5% |
| 3Y | -4.0% | +69.7% | -73.6% | -29.1% |
| All | +5.0% | +101.7% | -96.7% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling