+103.9%
MSFU vs SYF
+159.8%
-55.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.8% |
| 7D | +14.6% | -4.3% | +18.8% | +16.6% |
| 30D | +2.1% | +1.0% | +1.1% | +1.5% |
| 3M | +14.7% | -6.4% | +21.1% | +17.5% |
| 6M | +55.7% | +1.0% | +54.7% | +53.8% |
| YTD | +7.1% | -10.7% | +17.8% | +10.8% |
| 1Y | -0.5% | +1.8% | -2.3% | -3.0% |
| 3Y | +35.7% | +165.8% | -130.1% | -16.3% |
| All | +103.9% | +159.8% | -55.9% | +22.8% |
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