+308.6%
SYF vs MOS
-38.2%
+346.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -2.4% |
| 7D | -3.8% | +22.5% | -26.3% | -11.0% |
| 30D | +2.6% | +6.6% | -4.0% | -0.6% |
| 3M | -6.5% | -3.8% | -2.7% | -6.7% |
| 6M | +0.8% | -2.2% | +3.0% | -0.6% |
| YTD | -10.1% | -4.8% | -5.3% | -12.7% |
| 1Y | +0.8% | -11.7% | +12.5% | +0.3% |
| 3Y | +158.8% | -26.5% | +185.4% | +164.7% |
| 5Y | +67.5% | -32.2% | +99.7% | +64.0% |
| 10Y | +230.0% | +10.2% | +219.8% | +118.2% |
| All | +308.6% | -38.2% | +346.8% | +200.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling