+8.5%
SYY vs MAS
+39.2%
-30.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.7% |
| 7D | -7.3% | +2.0% | -9.2% | -7.8% |
| 30D | +0.1% | +19.4% | -19.3% | -5.0% |
| 3M | -8.9% | +9.4% | -18.3% | -11.4% |
| 6M | +5.5% | +15.3% | -9.8% | +0.2% |
| YTD | +6.6% | +31.3% | -24.7% | -3.6% |
| 1Y | +7.7% | +34.9% | -27.2% | -3.5% |
| 3Y | +24.0% | +58.6% | -34.6% | +2.3% |
| All | +8.5% | +39.2% | -30.7% | -8.9% |
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 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