+3.4%
SYF vs MSTU
-93.7%
+97.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -1.4% |
| 7D | -1.3% | +12.9% | -14.2% | -2.1% |
| 30D | -1.1% | +68.3% | -69.4% | -4.1% |
| 3M | +7.4% | +0.4% | +7.0% | +6.1% |
| 6M | +16.2% | -41.5% | +57.7% | +16.3% |
| YTD | -6.1% | -61.7% | +55.6% | -5.9% |
| 1Y | +3.4% | -93.7% | +97.0% | +13.3% |
| All | +3.4% | -93.7% | +97.1% | +13.3% |
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