+333.7%
SYF vs MOH
+375.5%
-41.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.2% |
| 7D | +2.6% | -3.3% | +5.9% | +3.2% |
| 30D | 0.0% | -0.1% | +0.1% | 0.0% |
| 3M | +11.9% | -1.1% | +13.0% | +11.8% |
| 6M | +18.9% | +35.9% | -17.0% | +11.5% |
| YTD | -4.6% | +13.1% | -17.7% | -8.7% |
| 1Y | +6.4% | +11.8% | -5.4% | +1.3% |
| 3Y | +167.2% | -38.7% | +205.9% | +173.3% |
| 5Y | +92.3% | -25.1% | +117.5% | +84.0% |
| 10Y | +263.2% | +243.8% | +19.3% | +150.0% |
| All | +333.7% | +375.5% | -41.8% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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