+49.3%
SOFI vs MOS
+25.2%
+24.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.1% |
| 7D | +0.9% | +9.5% | -8.6% | -2.4% |
| 30D | -0.2% | +10.4% | -10.6% | -3.9% |
| 3M | +6.2% | +12.9% | -6.6% | +0.8% |
| 6M | -2.6% | +1.2% | -3.8% | -5.5% |
| YTD | -30.4% | +9.3% | -39.7% | -34.9% |
| 1Y | -28.2% | -18.0% | -10.2% | -25.1% |
| 3Y | +107.3% | -29.0% | +136.3% | +121.1% |
| 5Y | +20.2% | -9.6% | +29.8% | +3.3% |
| All | +49.3% | +25.2% | +24.1% | +21.1% |
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