+254.1%
MP vs SYF
+262.3%
-8.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.4% | +5.2% |
| 7D | -10.5% | -2.1% | -8.4% | -9.4% |
| 30D | -23.5% | +2.5% | -26.1% | -24.6% |
| 3M | -25.4% | -6.3% | -19.2% | -22.6% |
| 6M | -51.3% | -1.5% | -49.8% | -51.5% |
| YTD | -29.9% | -10.5% | -19.4% | -27.0% |
| 1Y | -31.8% | +1.5% | -33.3% | -34.2% |
| 3Y | +127.0% | +163.3% | -36.3% | +11.7% |
| 5Y | -3.3% | +66.8% | -70.0% | -38.5% |
| All | +254.1% | +262.3% | -8.2% | +67.9% |
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