+303.0%
MNST vs SYF
+221.7%
+81.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -3.4% | -2.1% | -1.3% | -3.0% |
| 30D | +6.6% | +2.5% | +4.1% | +6.1% |
| 3M | -2.9% | -6.3% | +3.4% | -1.7% |
| 6M | +18.4% | -1.5% | +19.9% | +18.3% |
| YTD | +19.3% | -10.5% | +29.8% | +21.0% |
| 1Y | +37.9% | +1.5% | +36.4% | +36.1% |
| 3Y | +62.9% | +163.3% | -100.4% | +25.0% |
| 5Y | +99.6% | +66.8% | +32.8% | +66.4% |
| All | +303.0% | +221.7% | +81.3% | +208.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling