-11.3%
MP vs SYF
+66.9%
-78.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.3% | +7.0% |
| 7D | -1.6% | -4.7% | +3.1% | +1.2% |
| 30D | -18.2% | +0.6% | -18.8% | -18.5% |
| 3M | -26.1% | -6.8% | -19.3% | -23.1% |
| 6M | -44.0% | +0.5% | -44.6% | -44.9% |
| YTD | -25.3% | -11.1% | -14.1% | -21.9% |
| 1Y | -35.6% | +1.3% | -36.9% | -37.8% |
| 3Y | +147.1% | +164.6% | -17.6% | +15.8% |
| 5Y | -11.3% | +65.2% | -76.4% | -42.8% |
| All | -11.3% | +66.9% | -78.1% | -42.8% |
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