+167.9%
SYF vs MAS
+67.0%
+100.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | -3.1% |
| 7D | -0.4% | +14.2% | -14.6% | -7.2% |
| 30D | +4.4% | +26.8% | -22.4% | -8.0% |
| 3M | -4.7% | +13.1% | -17.8% | -11.1% |
| 6M | +1.9% | +27.9% | -26.0% | -11.5% |
| YTD | -8.9% | +38.7% | -47.6% | -25.8% |
| 1Y | +4.1% | +40.4% | -36.3% | -15.9% |
| All | +167.9% | +67.0% | +100.9% | +98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling