+142.3%
MSTR vs SYF
+158.6%
-16.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.7% |
| 7D | -14.2% | -3.6% | -10.6% | -11.7% |
| 30D | -19.9% | -1.7% | -18.1% | -18.8% |
| 3M | +27.3% | -7.8% | +35.1% | +35.0% |
| 6M | -37.6% | +3.4% | -40.9% | -39.8% |
| YTD | -19.5% | -12.2% | -7.3% | -13.0% |
| 1Y | -47.1% | -1.6% | -45.5% | -47.9% |
| All | +142.3% | +158.6% | -16.2% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling