+70.6%
MA vs SYF
+158.6%
-88.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | -1.8% | -3.6% | +1.8% | -0.9% |
| 30D | +11.0% | -1.7% | +12.8% | +11.5% |
| 3M | +17.9% | -7.8% | +25.7% | +20.1% |
| 6M | +33.2% | +3.4% | +29.8% | +31.6% |
| YTD | +16.5% | -12.2% | +28.7% | +19.1% |
| 1Y | +19.1% | -1.6% | +20.7% | +18.5% |
| All | +70.6% | +158.6% | -88.0% | +48.2% |
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