+42.0%
SOFI vs MS
+270.6%
-228.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.4% |
| 7D | -2.9% | +1.7% | -4.5% | -4.4% |
| 30D | -4.4% | 0.0% | -4.4% | -4.3% |
| 3M | +5.2% | +3.0% | +2.2% | +1.9% |
| 6M | -7.8% | +35.7% | -43.5% | -32.0% |
| YTD | -33.8% | +23.3% | -57.1% | -46.7% |
| 1Y | -33.3% | +44.7% | -77.9% | -54.0% |
| 3Y | +102.7% | +178.0% | -75.3% | -23.4% |
| 5Y | +10.5% | +143.2% | -132.7% | -54.7% |
| All | +42.0% | +270.6% | -228.6% | -46.8% |
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