+740.8%
MA vs SYF
+340.9%
+399.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.7% | +2.4% | -5.1% | -3.5% |
| 30D | +1.5% | +0.8% | +0.7% | +1.1% |
| 3M | +20.4% | +13.4% | +7.0% | +14.5% |
| 6M | +11.1% | +16.3% | -5.2% | +4.3% |
| YTD | +2.0% | -3.0% | +5.0% | +1.9% |
| 1Y | -2.2% | +5.7% | -7.9% | -5.6% |
| 3Y | +41.9% | +160.1% | -118.2% | -7.3% |
| 5Y | +75.4% | +88.5% | -13.2% | +25.5% |
| 10Y | +527.5% | +263.1% | +264.5% | +205.3% |
| All | +740.8% | +340.9% | +399.9% | +292.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling