+61.0%
SYF vs MSI
+124.3%
-63.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -2.0% | +3.2% | -5.3% | -3.3% |
| 30D | +1.2% | +17.6% | -16.4% | -5.6% |
| 3M | -9.4% | +14.5% | -23.9% | -14.6% |
| 6M | +4.4% | +34.3% | -29.8% | -8.7% |
| YTD | -11.9% | +39.7% | -51.6% | -25.8% |
| 1Y | -0.4% | +40.2% | -40.6% | -16.3% |
| 3Y | +159.6% | +77.1% | +82.4% | +85.6% |
| All | +61.0% | +124.3% | -63.3% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling