+34.2%
SOFI vs MS
+224.8%
-190.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.5% |
| 7D | -2.4% | +0.8% | -3.2% | -3.1% |
| 30D | +3.6% | -0.7% | +4.3% | +4.7% |
| 3M | -9.7% | -12.4% | +2.7% | +3.1% |
| 6M | +3.9% | -1.7% | +5.7% | +5.4% |
| YTD | -37.5% | +8.0% | -45.5% | -42.6% |
| 1Y | -46.4% | +16.2% | -62.6% | -54.1% |
| 3Y | +135.9% | +171.3% | -35.4% | -8.0% |
| 5Y | -19.8% | +124.8% | -144.6% | -63.2% |
| All | +34.2% | +224.8% | -190.6% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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