+15.4%
SOFI vs MCO
+28.6%
-13.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.9% |
| 7D | -4.9% | -3.8% | -1.2% | -1.5% |
| 30D | -3.5% | -0.4% | -3.1% | -3.4% |
| 3M | +3.9% | +7.7% | -3.8% | -4.6% |
| 6M | -6.5% | +7.0% | -13.5% | -14.1% |
| YTD | -33.8% | -6.4% | -27.4% | -31.8% |
| 1Y | -33.3% | -7.6% | -25.6% | -30.8% |
| 3Y | +94.6% | +43.2% | +51.4% | +26.8% |
| All | +15.4% | +28.6% | -13.3% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling