+772.3%
MTZ vs SYF
+340.9%
+431.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | +2.4% | -4.0% | -2.8% |
| 30D | -11.1% | +0.8% | -11.9% | -11.6% |
| 3M | -36.7% | +13.4% | -50.1% | -41.0% |
| 6M | -21.9% | +16.3% | -38.3% | -28.4% |
| YTD | +9.1% | -3.0% | +12.1% | +8.6% |
| 1Y | +30.0% | +5.7% | +24.2% | +23.3% |
| 3Y | +138.5% | +160.1% | -21.7% | +37.2% |
| 5Y | +158.3% | +88.5% | +69.8% | +67.1% |
| 10Y | +700.8% | +263.1% | +437.7% | +227.8% |
| All | +772.3% | +340.9% | +431.4% | +239.4% |
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