+26.4%
SOFI vs MAS
+74.7%
-48.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.5% |
| 7D | -4.9% | +3.0% | -7.9% | -6.8% |
| 30D | +8.4% | +22.4% | -14.0% | -6.2% |
| 3M | -16.3% | +14.5% | -30.8% | -24.2% |
| 6M | +0.7% | +27.1% | -26.4% | -16.0% |
| YTD | -41.1% | +35.8% | -76.9% | -54.6% |
| 1Y | -45.7% | +39.4% | -85.1% | -59.1% |
| 3Y | +119.0% | +60.3% | +58.8% | +49.3% |
| 5Y | -32.2% | +39.4% | -71.7% | -53.5% |
| All | +26.4% | +74.7% | -48.3% | -20.9% |
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