+828.3%
MKSI vs SYF
+316.2%
+512.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.0% |
| 7D | +4.9% | -5.5% | +10.4% | +8.1% |
| 30D | -11.0% | -3.9% | -7.1% | -9.1% |
| 3M | -17.1% | +8.9% | -26.0% | -21.2% |
| 6M | +16.4% | +16.2% | +0.2% | +6.6% |
| YTD | +64.3% | -8.4% | +72.7% | +69.4% |
| 1Y | +137.7% | +2.6% | +135.1% | +130.3% |
| 3Y | +189.1% | +156.4% | +32.7% | +73.6% |
| 5Y | +83.1% | +78.2% | +5.0% | +28.3% |
| 10Y | +509.4% | +253.8% | +255.6% | +187.1% |
| All | +828.3% | +316.2% | +512.1% | +324.7% |
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