+267.3%
MP vs SYF
+255.5%
+11.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +2.3% | -3.6% | +5.9% | +4.4% |
| 30D | -15.3% | -1.7% | -13.6% | -14.4% |
| 3M | -33.5% | -7.8% | -25.7% | -30.4% |
| 6M | -45.5% | +3.4% | -48.9% | -47.2% |
| YTD | -27.3% | -12.2% | -15.1% | -23.5% |
| 1Y | -40.7% | -1.6% | -39.1% | -41.8% |
| 3Y | +145.9% | +157.8% | -11.9% | +22.5% |
| 5Y | -13.9% | +61.9% | -75.8% | -44.3% |
| All | +267.3% | +255.5% | +11.8% | +76.0% |
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 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