+93.3%
MSFU vs SYF
+160.4%
-67.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.7% |
| 7D | +2.5% | -2.1% | +4.6% | +3.3% |
| 30D | -1.3% | +2.5% | -3.8% | -2.5% |
| 3M | +8.6% | -6.3% | +14.9% | +11.3% |
| 6M | +48.4% | -1.5% | +49.9% | +48.2% |
| YTD | +1.6% | -10.5% | +12.1% | +5.0% |
| 1Y | -5.8% | +1.5% | -7.3% | -8.0% |
| 3Y | +30.9% | +163.3% | -132.3% | -18.8% |
| All | +93.3% | +160.4% | -67.1% | +16.3% |
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