+116.4%
SOFI vs MOS
-26.6%
+143.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -3.3% | +21.6% | -24.9% | -10.1% |
| 30D | +3.5% | +12.0% | -8.5% | -1.1% |
| 3M | -10.4% | -3.9% | -6.6% | -10.2% |
| 6M | -0.6% | -3.3% | +2.8% | -1.2% |
| YTD | -38.1% | -4.6% | -33.4% | -40.4% |
| 1Y | -40.3% | -7.0% | -33.3% | -42.1% |
| 3Y | +116.4% | -24.4% | +140.8% | +131.1% |
| All | +116.4% | -26.6% | +143.0% | +131.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling