-33.3%
SOFI vs MOH
+4.9%
-38.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | +0.9% |
| 7D | -4.9% | +1.7% | -6.6% | -4.8% |
| 30D | -3.5% | -0.9% | -2.6% | -3.5% |
| 3M | +3.9% | +5.7% | -1.8% | +5.2% |
| 6M | -6.5% | +39.1% | -45.7% | -2.1% |
| YTD | -33.8% | +17.7% | -51.5% | -31.2% |
| 1Y | -33.3% | +8.4% | -41.7% | -30.2% |
| All | -33.3% | +4.9% | -38.2% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling