+63.8%
SYF vs MSTZ
-99.2%
+162.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -1.2% |
| 7D | -1.3% | -23.6% | +22.2% | -2.7% |
| 30D | -1.1% | -60.7% | +59.6% | -6.4% |
| 3M | +7.4% | -58.3% | +65.7% | +4.0% |
| 6M | +16.2% | -60.0% | +76.2% | +14.3% |
| YTD | -6.1% | -75.2% | +69.1% | -7.5% |
| 1Y | +3.4% | -19.9% | +23.3% | +16.3% |
| All | +63.8% | -99.2% | +162.9% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling