+32.9%
SOFI vs MAS
+69.6%
-36.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +2.1% |
| 7D | -3.3% | +2.4% | -5.6% | -4.9% |
| 30D | +3.5% | +19.8% | -16.3% | -9.1% |
| 3M | -10.4% | +9.8% | -20.3% | -16.6% |
| 6M | -0.6% | +15.8% | -16.3% | -11.3% |
| YTD | -38.1% | +31.8% | -69.9% | -51.3% |
| 1Y | -40.3% | +35.4% | -75.7% | -54.1% |
| 3Y | +116.4% | +59.2% | +57.2% | +48.0% |
| 5Y | -28.2% | +41.2% | -69.4% | -50.0% |
| All | +32.9% | +69.6% | -36.8% | -15.1% |
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