+340.9%
SYF vs MSI
+781.1%
-440.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | +2.4% | -3.7% | +6.1% | +4.4% |
| 30D | +0.8% | +6.8% | -6.0% | -3.3% |
| 3M | +13.4% | +14.3% | -0.9% | +4.6% |
| 6M | +16.3% | -1.6% | +17.9% | +15.8% |
| YTD | -3.0% | +22.8% | -25.8% | -15.8% |
| 1Y | +5.7% | -1.1% | +6.8% | +3.9% |
| 3Y | +160.1% | +70.5% | +89.6% | +79.2% |
| 5Y | +88.5% | +102.8% | -14.3% | +14.0% |
| 10Y | +263.1% | +597.4% | -334.3% | +23.2% |
| All | +340.9% | +781.1% | -440.2% | +42.2% |
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