+204.6%
SYF vs MOS
+6.2%
+198.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.4% |
| 7D | -4.7% | +19.7% | -24.3% | -11.5% |
| 30D | +0.6% | +21.5% | -20.9% | -7.4% |
| 3M | -6.8% | -0.4% | -6.4% | -8.3% |
| 6M | +0.5% | +4.5% | -4.0% | -3.5% |
| YTD | -11.1% | -2.9% | -8.2% | -14.6% |
| 1Y | +1.3% | -7.7% | +9.0% | -1.1% |
| 3Y | +164.6% | -25.6% | +190.3% | +169.4% |
| 5Y | +65.2% | -31.2% | +96.3% | +58.2% |
| 10Y | +204.6% | +2.8% | +201.8% | +83.8% |
| All | +204.6% | +6.2% | +198.4% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling