+72.2%
MSFU vs SYF
+177.6%
-105.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.6% |
| 7D | -3.2% | +2.6% | -5.8% | -4.2% |
| 30D | -3.1% | 0.0% | -3.2% | -3.3% |
| 3M | +35.3% | +11.9% | +23.3% | +28.3% |
| 6M | +31.6% | +18.9% | +12.7% | +21.6% |
| YTD | -9.5% | -4.6% | -4.9% | -8.8% |
| 1Y | -18.4% | +6.4% | -24.8% | -22.0% |
| 3Y | +26.9% | +167.2% | -140.2% | -21.6% |
| All | +72.2% | +177.6% | -105.4% | +1.1% |
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