+190.3%
SOFI vs MAGS
+187.7%
+2.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.1% | -4.2% |
| 7D | -2.9% | +0.8% | -3.7% | -3.7% |
| 30D | -4.4% | +0.4% | -4.8% | -4.7% |
| 3M | +5.2% | +5.6% | -0.4% | -0.9% |
| 6M | -7.8% | +12.3% | -20.1% | -18.8% |
| YTD | -33.8% | +5.1% | -38.9% | -37.0% |
| 1Y | -33.3% | +14.0% | -47.2% | -40.9% |
| 3Y | +102.7% | +129.4% | -26.7% | -7.5% |
| All | +190.3% | +187.7% | +2.6% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 all: compounded portfolio wealth divided by compounded MAGS 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…
all analysis · Full analysis span regression · 6 months rolling