+680.0%
MS vs SYF
+308.6%
+371.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.7% | -5.2% |
| 7D | -3.4% | -3.8% | +0.4% | -1.3% |
| 30D | -3.9% | +2.6% | -6.6% | -5.4% |
| 3M | -15.9% | -6.5% | -9.4% | -12.8% |
| 6M | -2.5% | +0.8% | -3.3% | -3.8% |
| YTD | +5.1% | -10.1% | +15.2% | +9.9% |
| 1Y | +13.0% | +0.8% | +12.1% | +10.6% |
| 3Y | +160.7% | +158.8% | +1.8% | +45.9% |
| 5Y | +114.0% | +67.5% | +46.5% | +46.6% |
| 10Y | +637.5% | +230.0% | +407.5% | +205.3% |
| All | +680.0% | +308.6% | +371.4% | +217.9% |
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