+553.7%
MS vs SYF
+196.3%
+357.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.4% |
| 7D | +0.8% | -4.2% | +5.0% | +3.2% |
| 30D | -0.7% | -1.1% | +0.4% | -0.2% |
| 3M | -12.4% | -7.9% | -4.5% | -8.5% |
| 6M | -1.7% | -1.1% | -0.6% | -2.1% |
| YTD | +8.0% | -12.6% | +20.6% | +14.7% |
| 1Y | +16.2% | -2.4% | +18.6% | +15.8% |
| 3Y | +171.3% | +156.6% | +14.7% | +53.2% |
| 5Y | +124.8% | +61.9% | +62.9% | +57.4% |
| 10Y | +553.7% | +186.5% | +367.2% | +204.5% |
| All | +553.7% | +196.3% | +357.4% | +204.5% |
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