+42.0%
SOFI vs MCO
+69.9%
-27.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.8% |
| 7D | -4.9% | -3.8% | -1.2% | -1.7% |
| 30D | -3.5% | -0.4% | -3.1% | -3.3% |
| 3M | +3.9% | +7.7% | -3.8% | -4.1% |
| 6M | -6.5% | +7.0% | -13.5% | -13.6% |
| YTD | -33.8% | -6.4% | -27.4% | -31.8% |
| 1Y | -33.3% | -7.6% | -25.6% | -30.9% |
| 3Y | +94.6% | +43.2% | +51.4% | +33.1% |
| 5Y | +13.3% | +29.6% | -16.3% | -24.0% |
| All | +42.0% | +69.9% | -27.9% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling