-0.7%
MRSH vs SYF
+19.9%
-20.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -2.0% |
| 7D | -5.9% | -1.3% | -4.5% | -5.8% |
| 30D | -7.3% | -1.1% | -6.2% | -7.3% |
| 3M | +7.4% | +7.4% | 0.0% | +6.6% |
| 6M | -0.7% | +16.2% | -16.9% | -8.4% |
| All | -0.7% | +19.9% | -20.5% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling