+66.5%
SYF vs MSTU
-86.5%
+152.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.6% | +7.0% | -1.0% |
| 7D | +2.6% | +16.1% | -13.5% | +1.0% |
| 30D | 0.0% | +68.7% | -68.6% | -5.2% |
| 3M | +11.9% | -11.0% | +22.9% | +10.0% |
| 6M | +18.9% | -33.4% | +52.3% | +17.5% |
| YTD | -4.6% | -59.5% | +54.9% | -4.4% |
| 1Y | +6.4% | -93.4% | +99.7% | +24.0% |
| All | +66.5% | -86.5% | +152.9% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling