+4.1%
SYF vs MSTU
-88.0%
+92.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.3% | -10.5% | -0.6% |
| 7D | -0.4% | -4.8% | +4.4% | -0.3% |
| 30D | +4.4% | -29.6% | +33.9% | +5.6% |
| 3M | -4.7% | +69.4% | -74.1% | -8.2% |
| 6M | +1.9% | -62.2% | +64.2% | +4.4% |
| YTD | -8.9% | -61.1% | +52.1% | -9.8% |
| 1Y | +4.1% | -87.2% | +91.2% | +5.9% |
| All | +4.1% | -88.0% | +92.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling