+167.1%
SYF vs MAS
+29.0%
+138.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.9% |
| 7D | +2.4% | -0.8% | +3.1% | +2.8% |
| 30D | +0.8% | -5.6% | +6.4% | +3.7% |
| 3M | +13.4% | +4.4% | +9.0% | +10.0% |
| 6M | +16.3% | +7.2% | +9.1% | +10.3% |
| YTD | -3.0% | +16.1% | -19.1% | -13.0% |
| 1Y | +5.7% | +0.1% | +5.6% | +3.3% |
| All | +167.1% | +29.0% | +138.1% | +119.9% |
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