-42.3%
MSTR vs SYF
+4.2%
-46.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | -1.8% | -0.4% | -1.4% | -1.6% |
| 30D | -13.3% | +4.4% | -17.7% | -15.6% |
| 3M | +46.0% | -4.7% | +50.7% | +49.8% |
| 6M | -22.4% | +1.9% | -24.4% | -24.0% |
| YTD | -6.2% | -8.9% | +2.8% | -8.8% |
| 1Y | -42.3% | +4.1% | -46.4% | -46.1% |
| All | -42.3% | +4.2% | -46.5% | -46.1% |
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 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