-33.3%
SOFI vs MS
+48.4%
-81.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.2% |
| 6M | -7.8% | +35.7% | -43.5% | -32.3% |
| YTD | -33.8% | +23.3% | -57.1% | -47.5% |
| 1Y | -33.3% | +44.7% | -77.9% | -55.1% |
| All | -33.3% | +48.4% | -81.7% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling