+0.8%
SYF vs MAS
+22.7%
-21.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.2% | +0.2% |
| 7D | -3.8% | +4.6% | -8.3% | -5.8% |
| 30D | +2.6% | +19.9% | -17.2% | -5.8% |
| 3M | -6.5% | +8.9% | -15.4% | -10.3% |
| 6M | +0.8% | +20.2% | -19.3% | -9.1% |
| All | +0.8% | +22.7% | -21.9% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling