+340.9%
SYF vs MAS
+370.8%
-29.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -1.0% |
| 7D | +2.4% | -0.8% | +3.1% | +2.8% |
| 30D | +0.8% | -5.6% | +6.4% | +4.2% |
| 3M | +13.4% | +4.4% | +9.0% | +9.4% |
| 6M | +16.3% | +7.2% | +9.1% | +9.3% |
| YTD | -3.0% | +16.1% | -19.1% | -14.1% |
| 1Y | +5.7% | +0.1% | +5.6% | +2.5% |
| 3Y | +160.1% | +28.3% | +131.8% | +110.7% |
| 5Y | +88.5% | +30.5% | +58.0% | +47.8% |
| 10Y | +263.1% | +139.1% | +123.9% | +97.8% |
| All | +340.9% | +370.8% | -29.9% | +101.8% |
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