+4,004.7%
SYY vs MAS
+1,664.8%
+2,340.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.4% |
| 7D | -8.8% | +4.6% | -13.4% | -9.8% |
| 30D | -2.9% | +19.9% | -22.7% | -7.0% |
| 3M | -10.7% | +8.9% | -19.5% | -12.6% |
| 6M | +4.0% | +20.2% | -16.2% | -1.2% |
| YTD | +4.3% | +33.9% | -29.6% | -3.8% |
| 1Y | +5.0% | +34.7% | -29.6% | -3.4% |
| 3Y | +21.1% | +60.4% | -39.3% | +5.5% |
| 5Y | +5.0% | +43.5% | -38.4% | -7.3% |
| 10Y | +101.4% | +226.7% | -125.3% | +46.8% |
| All | +4,004.7% | +1,664.8% | +2,340.0% | +1,716.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling