+170.6%
SYF vs MSI
+664.3%
-493.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.7% |
| 7D | -2.0% | +3.2% | -5.3% | -3.9% |
| 30D | +1.2% | +17.6% | -16.4% | -8.1% |
| 3M | -9.4% | +14.5% | -23.9% | -16.6% |
| 6M | +4.4% | +34.3% | -29.8% | -13.1% |
| YTD | -11.9% | +39.7% | -51.6% | -29.9% |
| 1Y | -0.4% | +40.2% | -40.6% | -21.0% |
| 3Y | +159.6% | +77.1% | +82.4% | +71.2% |
| 5Y | +60.9% | +124.0% | -63.2% | -11.8% |
| All | +170.6% | +664.3% | -493.8% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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