-18.4%
MSFU vs SYF
+5.5%
-23.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | -3.2% | +2.6% | -5.8% | -4.0% |
| 30D | -3.1% | 0.0% | -3.2% | -3.3% |
| 3M | +35.3% | +11.9% | +23.3% | +29.9% |
| 6M | +31.6% | +18.9% | +12.7% | +24.6% |
| YTD | -9.5% | -4.6% | -4.9% | -12.1% |
| 1Y | -18.4% | +6.4% | -24.8% | -21.8% |
| All | -18.4% | +5.5% | -23.9% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling