+37.3%
SOFI vs MOS
+11.2%
+26.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +2.7% |
| 7D | +0.9% | +19.7% | -18.7% | -5.8% |
| 30D | +6.0% | +21.5% | -15.5% | -1.6% |
| 3M | -8.9% | -0.4% | -8.4% | -9.7% |
| 6M | +6.3% | +4.5% | +1.8% | +2.6% |
| YTD | -36.0% | -2.9% | -33.1% | -38.1% |
| 1Y | -40.6% | -7.7% | -32.9% | -41.6% |
| 3Y | +144.5% | -25.6% | +170.2% | +155.0% |
| 5Y | -24.3% | -31.2% | +6.8% | -27.8% |
| All | +37.3% | +11.2% | +26.0% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling