+26.4%
SOFI vs MP
+21.1%
+5.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -2.5% |
| 7D | -4.9% | +9.5% | -14.3% | -7.8% |
| 30D | +8.4% | -3.0% | +11.4% | +9.6% |
| 3M | -16.3% | -30.4% | +14.0% | -5.8% |
| 6M | +0.7% | -39.2% | +39.9% | +16.7% |
| YTD | -41.1% | -23.3% | -17.8% | -38.5% |
| 1Y | -45.7% | -32.6% | -13.0% | -40.9% |
| 3Y | +119.0% | +159.3% | -40.2% | +13.5% |
| 5Y | -32.2% | -16.4% | -15.8% | -46.4% |
| All | +26.4% | +21.1% | +5.3% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling