+131.4%
MKSI vs SYF
+3.3%
+128.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.7% |
| 7D | +2.7% | -4.9% | +7.6% | +5.1% |
| 30D | -12.8% | -4.3% | -8.5% | -11.0% |
| 3M | -22.5% | +5.5% | -28.0% | -24.8% |
| 6M | +19.4% | +17.5% | +1.9% | +10.1% |
| YTD | +67.7% | -7.8% | +75.5% | +69.0% |
| 1Y | +131.4% | +1.6% | +129.8% | +111.0% |
| All | +131.4% | +3.3% | +128.1% | +111.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling