+4,088.9%
SYY vs MSI
+4,598.2%
-509.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +1.3% | +2.6% | -1.3% | +0.9% |
| 30D | -3.5% | +18.1% | -21.7% | -6.3% |
| 3M | -9.3% | +13.2% | -22.5% | -11.3% |
| 6M | +5.9% | +36.3% | -30.4% | +0.1% |
| YTD | +6.5% | +39.5% | -33.1% | +0.2% |
| 1Y | +4.0% | +36.9% | -32.9% | -1.8% |
| 3Y | +23.0% | +76.1% | -53.1% | +10.7% |
| 5Y | +14.3% | +123.7% | -109.4% | -1.5% |
| 10Y | +85.8% | +664.3% | -578.5% | +35.2% |
| All | +4,088.9% | +4,598.2% | -509.3% | +1,470.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling