+4.1%
SYF vs MAGS
+5.9%
-1.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.3% |
| 7D | -0.4% | -1.4% | +0.9% | +0.2% |
| 30D | +4.4% | -4.4% | +8.8% | +6.6% |
| 3M | -4.7% | +1.9% | -6.6% | -6.0% |
| 6M | +1.9% | +4.9% | -3.0% | -1.1% |
| YTD | -8.9% | +6.5% | -15.5% | -13.6% |
| 1Y | +4.1% | +6.3% | -2.2% | -1.1% |
| All | +4.1% | +5.9% | -1.8% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling