+313.9%
SYF vs MAS
+462.3%
-148.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | -3.6% |
| 7D | -0.4% | +14.2% | -14.6% | -8.4% |
| 30D | +4.4% | +26.8% | -22.4% | -10.0% |
| 3M | -4.7% | +13.1% | -17.8% | -12.3% |
| 6M | +1.9% | +27.9% | -26.0% | -13.7% |
| YTD | -8.9% | +38.7% | -47.6% | -28.0% |
| 1Y | +4.1% | +40.4% | -36.3% | -18.4% |
| 3Y | +162.2% | +66.1% | +96.1% | +80.5% |
| 5Y | +73.9% | +47.4% | +26.5% | +26.6% |
| 10Y | +234.2% | +238.3% | -4.1% | +53.6% |
| All | +313.9% | +462.3% | -148.3% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling