+22,727.9%
SYK vs MSI
+3,963.1%
+18,764.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -11.8% | -4.0% | -7.8% | -11.0% |
| 30D | -20.4% | -0.5% | -19.9% | -20.3% |
| 3M | -12.1% | +11.4% | -23.5% | -14.0% |
| 6M | -24.3% | +1.0% | -25.3% | -24.7% |
| YTD | -21.2% | +20.7% | -41.9% | -24.5% |
| 1Y | -29.2% | -2.7% | -26.5% | -29.1% |
| 3Y | -2.1% | +68.2% | -70.3% | -12.7% |
| 5Y | +4.7% | +100.0% | -95.2% | -9.9% |
| 10Y | +178.2% | +596.9% | -418.6% | +92.8% |
| All | +22,727.9% | +3,963.1% | +18,764.8% | +7,835.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling