+306.8%
SYF vs MSI
+871.1%
-564.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | -2.1% | +4.7% | -6.8% | -4.7% |
| 30D | +2.5% | +14.8% | -12.2% | -5.1% |
| 3M | -6.3% | +8.8% | -15.1% | -10.9% |
| 6M | -1.5% | +19.3% | -20.8% | -12.0% |
| YTD | -10.5% | +35.3% | -45.8% | -26.5% |
| 1Y | +1.5% | +33.8% | -32.3% | -16.1% |
| 3Y | +163.3% | +74.4% | +88.8% | +80.2% |
| 5Y | +66.8% | +120.5% | -53.8% | -3.5% |
| 10Y | +228.5% | +685.2% | -456.7% | +4.6% |
| All | +306.8% | +871.1% | -564.3% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling