+110.6%
SOFI vs MOS
-21.8%
+132.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.1% |
| 7D | +5.6% | +7.1% | -1.4% | +3.0% |
| 30D | -2.0% | +15.0% | -17.1% | -7.2% |
| 3M | +9.2% | +24.1% | -14.9% | -0.3% |
| 6M | -4.7% | +2.7% | -7.4% | -8.3% |
| YTD | -31.2% | +12.2% | -43.4% | -37.1% |
| 1Y | -30.6% | -16.3% | -14.3% | -27.0% |
| 3Y | +110.6% | -23.3% | +133.9% | +128.1% |
| All | +110.6% | -21.8% | +132.5% | +128.1% |
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