-45.2%
SOFI vs MAS
+40.8%
-86.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.5% | -1.2% | +1.4% |
| 7D | +0.9% | +3.3% | -2.4% | -0.4% |
| 30D | +6.0% | +25.5% | -19.4% | -3.8% |
| 3M | -8.9% | +11.8% | -20.6% | -13.4% |
| 6M | +6.3% | +21.3% | -15.0% | -1.8% |
| YTD | -36.0% | +37.7% | -73.8% | -43.7% |
| All | -45.2% | +40.8% | -86.0% | -53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling