+42.0%
SOFI vs MGY
+330.5%
-288.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -4.9% | +3.5% | -8.5% | -6.0% |
| 30D | -3.5% | +5.3% | -8.7% | -5.2% |
| 3M | +3.9% | +2.6% | +1.3% | +1.8% |
| 6M | -6.5% | -3.3% | -3.2% | -7.8% |
| YTD | -33.8% | +29.2% | -63.1% | -41.6% |
| 1Y | -33.3% | +18.0% | -51.3% | -39.3% |
| 3Y | +94.6% | +30.0% | +64.6% | +71.3% |
| 5Y | +13.3% | +92.7% | -79.4% | -9.4% |
| All | +42.0% | +330.5% | -288.5% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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