+47.6%
SOFI vs MOS
+28.5%
+19.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.1% |
| 7D | +5.6% | +7.1% | -1.4% | +3.1% |
| 30D | -2.0% | +15.0% | -17.1% | -7.0% |
| 3M | +9.2% | +24.1% | -14.9% | +0.1% |
| 6M | -4.7% | +2.7% | -7.4% | -8.0% |
| YTD | -31.2% | +12.2% | -43.4% | -36.2% |
| 1Y | -30.6% | -16.3% | -14.3% | -28.1% |
| 3Y | +110.6% | -23.3% | +133.9% | +118.7% |
| 5Y | +16.4% | -4.2% | +20.6% | -2.2% |
| All | +47.6% | +28.5% | +19.1% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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