+41.1%
SOFI vs MCO
+67.1%
-26.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.7% |
| 7D | -7.0% | -7.3% | +0.3% | -0.5% |
| 30D | -4.3% | -1.7% | -2.6% | -3.0% |
| 3M | +8.4% | +3.9% | +4.5% | +3.3% |
| 6M | -5.9% | +3.8% | -9.7% | -10.6% |
| YTD | -34.3% | -7.9% | -26.4% | -31.3% |
| 1Y | -32.6% | -6.8% | -25.7% | -30.9% |
| 3Y | +101.3% | +40.9% | +60.3% | +39.6% |
| 5Y | +12.6% | +27.5% | -14.9% | -23.3% |
| All | +41.1% | +67.1% | -26.1% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling