+4,267.1%
SYY vs MSI
+4,035.2%
+232.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -2.3% | -3.7% | +1.4% | -1.7% |
| 30D | -4.9% | +6.8% | -11.8% | -6.1% |
| 3M | +8.4% | +14.3% | -5.9% | +5.8% |
| 6M | -7.4% | -1.6% | -5.8% | -7.3% |
| YTD | +11.0% | +22.8% | -11.8% | +6.9% |
| 1Y | -0.2% | -1.1% | +0.9% | -0.4% |
| 3Y | +23.8% | +70.5% | -46.7% | +12.1% |
| 5Y | +18.1% | +102.8% | -84.7% | +3.6% |
| 10Y | +94.6% | +597.4% | -502.8% | +44.2% |
| All | +4,267.1% | +4,035.2% | +232.0% | +1,574.7% |
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