+145.1%
MS vs SYF
+89.0%
+56.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +1.4% | +2.4% | -1.0% | +0.1% |
| 30D | -0.3% | +0.8% | -1.1% | -0.7% |
| 3M | +0.3% | +13.4% | -13.1% | -6.8% |
| 6M | +31.3% | +16.3% | +15.0% | +20.2% |
| YTD | +24.7% | -3.0% | +27.7% | +25.1% |
| 1Y | +47.9% | +5.7% | +42.2% | +41.2% |
| 3Y | +178.3% | +160.1% | +18.2% | +63.2% |
| All | +145.1% | +89.0% | +56.1% | +57.2% |
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