+116.4%
SOFI vs MAS
+58.1%
+58.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +2.4% |
| 7D | -3.3% | +2.0% | -5.2% | -4.6% |
| 30D | +3.5% | +19.4% | -15.9% | -8.6% |
| 3M | -10.4% | +9.4% | -19.9% | -16.2% |
| 6M | -0.6% | +15.3% | -15.9% | -10.9% |
| YTD | -38.1% | +31.3% | -69.4% | -51.3% |
| 1Y | -40.3% | +34.9% | -75.2% | -54.3% |
| 3Y | +116.4% | +58.6% | +57.8% | +28.1% |
| All | +116.4% | +58.1% | +58.3% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling