+825.2%
MS vs SYF
+340.9%
+484.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +1.4% | +2.4% | -1.0% | 0.0% |
| 30D | -0.3% | +0.8% | -1.1% | -0.7% |
| 3M | +0.3% | +13.4% | -13.1% | -7.2% |
| 6M | +31.3% | +16.3% | +15.0% | +19.7% |
| YTD | +24.7% | -3.0% | +27.7% | +25.2% |
| 1Y | +47.9% | +5.7% | +42.2% | +40.9% |
| 3Y | +178.3% | +160.1% | +18.2% | +55.4% |
| 5Y | +144.9% | +88.5% | +56.4% | +56.6% |
| 10Y | +804.5% | +263.1% | +541.5% | +255.0% |
| All | +825.2% | +340.9% | +484.3% | +262.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling