+219.9%
SYF vs MAS
+219.8%
0.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.2% | +1.0% |
| 7D | -3.8% | +4.6% | -8.3% | -6.7% |
| 30D | +2.6% | +19.9% | -17.2% | -9.3% |
| 3M | -6.5% | +8.9% | -15.4% | -12.4% |
| 6M | +0.8% | +20.2% | -19.3% | -12.2% |
| YTD | -10.1% | +33.9% | -44.0% | -28.8% |
| 1Y | +0.8% | +34.7% | -33.8% | -20.5% |
| 3Y | +158.8% | +60.4% | +98.5% | +74.8% |
| 5Y | +67.5% | +43.5% | +24.0% | +19.7% |
| All | +219.9% | +219.8% | 0.0% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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