+184.2%
SYF vs MAGS
+186.6%
-2.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | +2.6% | +1.2% | +1.4% | +1.9% |
| 30D | 0.0% | -0.1% | +0.1% | +0.1% |
| 3M | +11.9% | +3.8% | +8.1% | +9.1% |
| 6M | +18.9% | +13.2% | +5.7% | +9.6% |
| YTD | -4.6% | +4.7% | -9.3% | -7.7% |
| 1Y | +6.4% | +14.4% | -8.0% | -2.9% |
| 3Y | +167.2% | +128.6% | +38.6% | +78.0% |
| All | +184.2% | +186.6% | -2.4% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling