+800.8%
MSTR vs SYF
+306.8%
+494.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -1.2% | -2.1% | +0.9% | -0.1% |
| 30D | -15.9% | +2.5% | -18.5% | -17.0% |
| 3M | +33.1% | -6.3% | +39.4% | +37.6% |
| 6M | -31.0% | -1.5% | -29.5% | -30.9% |
| YTD | -15.1% | -10.5% | -4.6% | -10.9% |
| 1Y | -45.6% | +1.5% | -47.2% | -46.6% |
| 3Y | +180.5% | +163.3% | +17.2% | +76.6% |
| 5Y | +61.7% | +66.8% | -5.1% | +22.8% |
| 10Y | +578.0% | +228.5% | +349.5% | +282.7% |
| All | +800.8% | +306.8% | +494.0% | +391.6% |
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