+135.9%
SOFI vs MAS
+59.6%
+76.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.4% |
| 7D | -2.4% | +3.6% | -6.0% | -4.6% |
| 30D | +3.6% | +23.8% | -20.2% | -10.7% |
| 3M | -9.7% | +14.4% | -24.1% | -17.9% |
| 6M | +3.9% | +19.7% | -15.8% | -9.2% |
| YTD | -37.5% | +36.0% | -73.4% | -52.0% |
| 1Y | -46.4% | +40.4% | -86.8% | -60.1% |
| 3Y | +135.9% | +58.9% | +77.0% | +43.6% |
| All | +135.9% | +59.6% | +76.3% | +43.6% |
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