-45.7%
SOFI vs MS
+15.2%
-60.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -2.1% |
| 7D | -4.9% | +5.1% | -9.9% | -9.2% |
| 30D | +8.4% | +5.7% | +2.8% | +3.4% |
| 3M | -16.3% | -12.2% | -4.2% | -6.0% |
| 6M | +0.7% | -0.5% | +1.2% | +0.2% |
| YTD | -41.1% | +9.8% | -50.9% | -47.4% |
| 1Y | -45.7% | +17.7% | -63.4% | -55.8% |
| All | -45.7% | +15.2% | -60.8% | -55.8% |
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 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