+88.9%
SYY vs MAS
+219.2%
-130.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | +4.7% | +3.6% | +1.2% | +3.3% |
| 30D | -0.7% | +23.8% | -24.5% | -8.5% |
| 3M | -6.8% | +14.4% | -21.2% | -11.8% |
| 6M | +8.6% | +19.7% | -11.1% | 0.0% |
| YTD | +8.4% | +36.0% | -27.6% | -6.2% |
| 1Y | +7.1% | +40.4% | -33.2% | -8.6% |
| 3Y | +25.2% | +58.9% | -33.7% | -2.2% |
| 5Y | +13.0% | +44.5% | -31.6% | -10.3% |
| 10Y | +88.9% | +214.8% | -125.9% | +6.9% |
| All | +88.9% | +219.2% | -130.3% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling