+4,165.3%
SYY vs MSI
+4,571.4%
-406.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | +4.7% | +7.4% | -2.7% | +3.4% |
| 30D | -0.7% | +18.7% | -19.4% | -3.6% |
| 3M | -6.8% | +14.5% | -21.2% | -9.0% |
| 6M | +8.6% | +38.1% | -29.5% | +2.5% |
| YTD | +8.4% | +38.7% | -30.3% | +2.1% |
| 1Y | +7.1% | +35.4% | -28.3% | +1.3% |
| 3Y | +25.2% | +75.1% | -49.9% | +12.8% |
| 5Y | +13.0% | +126.4% | -113.4% | -2.9% |
| 10Y | +88.9% | +671.4% | -582.5% | +37.3% |
| All | +4,165.3% | +4,571.4% | -406.1% | +1,500.4% |
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 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