-47.1%
SOFI vs MS
+16.0%
-63.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.5% |
| 7D | -2.4% | +0.8% | -3.2% | -3.0% |
| 30D | +3.6% | -0.7% | +4.3% | +4.6% |
| 3M | -9.7% | -12.4% | +2.7% | +2.3% |
| 6M | +3.9% | -1.7% | +5.7% | +4.2% |
| YTD | -37.5% | +8.0% | -45.5% | -44.3% |
| All | -47.1% | +16.0% | -63.1% | -58.4% |
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