+112.0%
SYY vs MSI
+593.5%
-481.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.5% |
| 7D | -0.2% | -4.0% | +3.7% | +1.9% |
| 30D | -2.7% | -0.5% | -2.3% | -2.6% |
| 3M | +5.9% | +11.4% | -5.5% | -0.5% |
| 6M | -2.3% | +1.0% | -3.3% | -3.8% |
| YTD | +13.1% | +20.7% | -7.6% | +0.9% |
| 1Y | +3.8% | -2.7% | +6.4% | +3.7% |
| 3Y | +26.7% | +68.2% | -41.5% | -10.1% |
| 5Y | +19.4% | +100.0% | -80.5% | -26.0% |
| 10Y | +112.0% | +596.9% | -484.9% | -20.9% |
| All | +112.0% | +593.5% | -481.5% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling