+444.4%
MTZ vs SYF
+189.2%
+255.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.4% |
| 7D | +12.9% | -3.6% | +16.4% | +15.0% |
| 30D | -8.5% | -1.7% | -6.8% | -7.9% |
| 3M | -30.6% | -7.8% | -22.8% | -28.0% |
| 6M | -55.1% | +3.4% | -58.5% | -56.3% |
| YTD | -13.0% | -12.2% | -0.8% | -9.2% |
| 1Y | -4.3% | -1.6% | -2.7% | -5.9% |
| 3Y | +284.0% | +157.8% | +126.3% | +120.7% |
| 5Y | +97.7% | +61.9% | +35.8% | +38.6% |
| 10Y | +444.4% | +180.0% | +264.4% | +146.9% |
| All | +444.4% | +189.2% | +255.2% | +146.9% |
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