+731.6%
MSTR vs SYF
+267.3%
+464.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | +2.4% | +9.8% | +10.9% |
| 30D | +45.2% | +0.8% | +44.3% | +44.5% |
| 3M | +10.4% | +13.4% | -3.0% | +2.6% |
| 6M | -2.5% | +16.3% | -18.8% | -10.3% |
| YTD | -6.0% | -3.0% | -3.0% | -5.3% |
| 1Y | -56.4% | +5.7% | -62.1% | -58.2% |
| 3Y | +306.3% | +160.1% | +146.2% | +150.4% |
| 5Y | +100.5% | +88.5% | +12.0% | +41.6% |
| All | +731.6% | +267.3% | +464.3% | +353.3% |
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 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