+72.1%
MA vs SYF
+158.5%
-86.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | +2.3% | -2.1% | +4.4% | +2.9% |
| 30D | +14.7% | +2.5% | +12.2% | +14.0% |
| 3M | +13.5% | -6.3% | +19.8% | +15.2% |
| 6M | +33.1% | -1.5% | +34.6% | +33.0% |
| YTD | +15.1% | -10.5% | +25.6% | +17.2% |
| 1Y | +18.7% | +1.5% | +17.2% | +17.3% |
| 3Y | +72.1% | +163.3% | -91.2% | +47.9% |
| All | +72.1% | +158.5% | -86.5% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 3y: compounded portfolio wealth divided by compounded SYF 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…
3y analysis · Full analysis span regression · 6 months rolling