+98.0%
MNST vs SYF
+61.4%
+36.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -4.7% | -3.3% | -1.5% | -4.2% |
| 30D | +5.2% | -2.2% | +7.4% | +5.6% |
| 3M | -0.9% | -9.3% | +8.5% | +0.6% |
| 6M | +6.1% | +2.1% | +4.1% | +5.6% |
| YTD | +18.9% | -12.6% | +31.5% | +20.6% |
| 1Y | +29.3% | -3.4% | +32.8% | +29.0% |
| 3Y | +64.9% | +156.5% | -91.6% | +29.1% |
| 5Y | +98.0% | +59.6% | +38.4% | +77.8% |
| All | +98.0% | +61.4% | +36.6% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling