-28.7%
SOFI vs MOS
-32.4%
+3.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -3.3% | +21.6% | -24.9% | -9.9% |
| 30D | +3.5% | +12.0% | -8.5% | -0.9% |
| 3M | -10.4% | -3.9% | -6.6% | -10.2% |
| 6M | -0.6% | -3.3% | +2.8% | -1.3% |
| YTD | -38.1% | -4.6% | -33.4% | -39.6% |
| 1Y | -40.3% | -7.0% | -33.3% | -41.5% |
| 3Y | +116.4% | -24.4% | +140.8% | +123.3% |
| All | -28.7% | -32.4% | +3.6% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling