+501.4%
MTZ vs SYF
+221.7%
+279.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.4% | +10.0% | +9.8% |
| 7D | -6.4% | -2.1% | -4.3% | -5.4% |
| 30D | -22.1% | +2.5% | -24.6% | -23.2% |
| 3M | -32.7% | -6.3% | -26.4% | -30.7% |
| 6M | -59.8% | -1.5% | -58.4% | -60.0% |
| YTD | -19.9% | -10.5% | -9.4% | -17.2% |
| 1Y | -11.5% | +1.5% | -13.0% | -14.3% |
| 3Y | +258.1% | +163.3% | +94.8% | +102.7% |
| 5Y | +85.5% | +66.8% | +18.8% | +27.7% |
| All | +501.4% | +221.7% | +279.7% | +132.2% |
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