+2,423.9%
MUU vs SYF
+50.7%
+2,373.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.5% | -6.9% | -6.2% |
| 7D | +3.6% | -5.5% | +9.1% | +11.4% |
| 30D | +22.3% | -3.9% | +26.2% | +27.8% |
| 3M | -8.2% | +8.9% | -17.1% | -17.9% |
| 6M | +256.3% | +16.2% | +240.1% | +183.0% |
| YTD | +534.4% | -8.4% | +542.9% | +579.0% |
| 1Y | +2,163.5% | +2.6% | +2,160.9% | +1,937.1% |
| All | +2,423.9% | +50.7% | +2,373.2% | +1,333.3% |
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