+32.9%
SOFI vs MAS
+69.0%
-36.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.9% |
| 3M | -10.4% | +9.4% | -19.9% | -16.3% |
| 6M | -0.6% | +15.3% | -15.9% | -11.1% |
| YTD | -38.1% | +31.3% | -69.4% | -51.1% |
| 1Y | -40.3% | +34.9% | -75.2% | -54.0% |
| 3Y | +116.4% | +58.6% | +57.8% | +48.4% |
| 5Y | -28.2% | +40.7% | -68.9% | -49.8% |
| All | +32.9% | +69.0% | -36.1% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling