+180.0%
SYF vs MOS
-1.8%
+181.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.8% |
| 7D | -3.6% | +5.5% | -9.0% | -5.5% |
| 30D | -1.7% | +21.0% | -22.7% | -9.4% |
| 3M | -7.8% | -0.5% | -7.3% | -9.2% |
| 6M | +3.4% | +6.6% | -3.2% | -1.5% |
| YTD | -12.2% | -2.8% | -9.4% | -15.7% |
| 1Y | -1.6% | -8.1% | +6.5% | -3.7% |
| 3Y | +157.8% | -25.6% | +183.4% | +162.3% |
| 5Y | +61.9% | -29.8% | +91.6% | +53.7% |
| 10Y | +180.0% | +0.6% | +179.5% | +69.6% |
| All | +180.0% | -1.8% | +181.8% | +69.6% |
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