+91.3%
SYF vs MOS
-8.7%
+100.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +2.4% | +9.5% | -7.1% | -0.1% |
| 30D | +0.8% | +10.4% | -9.6% | -2.0% |
| 3M | +13.4% | +12.9% | +0.5% | +9.2% |
| 6M | +16.3% | +1.2% | +15.1% | +13.9% |
| YTD | -3.0% | +9.3% | -12.3% | -7.8% |
| 1Y | +5.7% | -18.0% | +23.7% | +8.8% |
| 3Y | +160.1% | -29.0% | +189.1% | +170.8% |
| All | +91.3% | -8.7% | +100.1% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling