+5.7%
SYY vs MSI
+37.5%
-31.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +0.3% | +3.2% | -2.9% | -0.6% |
| 30D | -4.8% | +17.6% | -22.4% | -9.5% |
| 3M | -7.1% | +14.5% | -21.6% | -10.9% |
| 6M | +6.8% | +34.3% | -27.5% | -3.6% |
| YTD | +7.7% | +39.7% | -32.1% | -4.4% |
| 1Y | +5.7% | +40.2% | -34.5% | -7.4% |
| All | +5.7% | +37.5% | -31.9% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling