+5.0%
SYY vs MAS
+41.7%
-36.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.2% |
| 7D | -8.8% | +4.6% | -13.4% | -10.0% |
| 30D | -2.9% | +19.9% | -22.7% | -7.9% |
| 3M | -10.7% | +8.9% | -19.5% | -13.0% |
| 6M | +4.0% | +20.2% | -16.2% | -2.5% |
| YTD | +4.3% | +33.9% | -29.6% | -6.2% |
| 1Y | +5.0% | +34.7% | -29.6% | -5.8% |
| 3Y | +21.1% | +60.4% | -39.3% | -0.4% |
| 5Y | +5.0% | +43.5% | -38.4% | -12.2% |
| All | +5.0% | +41.7% | -36.7% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling