+340.9%
SYF vs MOS
-29.1%
+370.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | +2.4% | +9.5% | -7.1% | -0.9% |
| 30D | +0.8% | +10.4% | -9.6% | -3.0% |
| 3M | +13.4% | +12.9% | +0.5% | +7.7% |
| 6M | +16.3% | +1.2% | +15.1% | +13.0% |
| YTD | -3.0% | +9.3% | -12.3% | -9.2% |
| 1Y | +5.7% | -18.0% | +23.7% | +9.2% |
| 3Y | +160.1% | -29.0% | +189.1% | +173.1% |
| 5Y | +88.5% | -9.6% | +98.1% | +66.2% |
| 10Y | +263.1% | +6.1% | +257.0% | +138.8% |
| All | +340.9% | -29.1% | +370.0% | +212.0% |
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