+33.4%
SOFI vs MAS
+75.2%
-41.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -6.4% | -1.8% | -4.6% | -5.1% |
| 30D | +6.8% | +23.6% | -16.7% | -8.2% |
| 3M | -9.5% | +12.4% | -21.9% | -17.0% |
| 6M | +0.1% | +21.9% | -21.8% | -13.9% |
| YTD | -37.9% | +36.1% | -74.0% | -52.2% |
| 1Y | -47.4% | +39.5% | -86.9% | -60.4% |
| 3Y | +134.4% | +59.1% | +75.3% | +60.5% |
| 5Y | -29.2% | +44.4% | -73.6% | -51.7% |
| All | +33.4% | +75.2% | -41.8% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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