+40.4%
MSTR vs SYF
+60.4%
-20.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -3.1% |
| 7D | -13.4% | -2.0% | -11.4% | -11.9% |
| 30D | -22.1% | +1.2% | -23.3% | -22.9% |
| 3M | +15.0% | -9.4% | +24.3% | +24.6% |
| 6M | -37.3% | +4.4% | -41.7% | -40.5% |
| YTD | -26.5% | -11.9% | -14.6% | -20.1% |
| 1Y | -46.5% | -0.4% | -46.1% | -48.0% |
| 3Y | +121.1% | +159.6% | -38.5% | -14.5% |
| All | +40.4% | +60.4% | -20.0% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling