-32.7%
SOFI vs MAS
+39.9%
-72.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.5% |
| 7D | -4.9% | +3.0% | -7.9% | -7.0% |
| 30D | +8.4% | +22.4% | -14.0% | -7.2% |
| 3M | -16.3% | +14.5% | -30.8% | -24.8% |
| 6M | +0.7% | +27.1% | -26.4% | -17.2% |
| YTD | -41.1% | +35.8% | -76.9% | -55.7% |
| 1Y | -45.7% | +39.4% | -85.1% | -60.2% |
| 3Y | +119.0% | +60.3% | +58.8% | +41.1% |
| All | -32.7% | +39.9% | -72.6% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling