+119.0%
SOFI vs MAS
+59.7%
+59.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.9% |
| 3M | -16.3% | +14.5% | -30.8% | -24.0% |
| 6M | +0.7% | +27.1% | -26.4% | -15.6% |
| YTD | -41.1% | +35.8% | -76.9% | -54.7% |
| 1Y | -45.7% | +39.4% | -85.1% | -59.4% |
| 3Y | +119.0% | +60.3% | +58.8% | +29.7% |
| All | +119.0% | +59.7% | +59.3% | +29.7% |
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