+206.0%
SYF vs MSI
+689.5%
-483.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -2.2% |
| 7D | -4.3% | +8.3% | -12.6% | -8.7% |
| 30D | +1.0% | +18.9% | -17.8% | -8.8% |
| 3M | -6.4% | +13.2% | -19.6% | -13.3% |
| 6M | +1.0% | +38.3% | -37.3% | -17.5% |
| YTD | -10.7% | +38.9% | -49.6% | -28.7% |
| 1Y | +1.8% | +36.7% | -34.9% | -18.0% |
| 3Y | +165.8% | +76.6% | +89.3% | +75.6% |
| 5Y | +65.9% | +124.5% | -58.6% | -9.3% |
| 10Y | +206.0% | +674.5% | -468.5% | -8.5% |
| All | +206.0% | +689.5% | -483.5% | -8.5% |
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