+5.7%
SYF vs MSTZ
-29.5%
+35.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.2% |
| 7D | +2.4% | -29.7% | +32.1% | +1.2% |
| 30D | +0.8% | -65.3% | +66.1% | -2.9% |
| 3M | +13.4% | -57.3% | +70.7% | +11.7% |
| 6M | +16.3% | -61.6% | +78.0% | +15.1% |
| YTD | -3.0% | -78.3% | +75.3% | -4.6% |
| 1Y | +5.7% | -30.2% | +36.0% | +12.1% |
| All | +5.7% | -29.5% | +35.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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