-28.7%
SOFI vs MS
+111.6%
-140.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.7% |
| 7D | -3.3% | -1.6% | -1.7% | -1.6% |
| 30D | +3.5% | -3.8% | +7.3% | +8.2% |
| 3M | -10.4% | -14.6% | +4.2% | +6.2% |
| 6M | -0.6% | -5.1% | +4.5% | +4.5% |
| YTD | -38.1% | +4.5% | -42.6% | -41.9% |
| 1Y | -40.3% | +13.5% | -53.9% | -48.7% |
| 3Y | +116.4% | +160.4% | -44.0% | -23.9% |
| All | -28.7% | +111.6% | -140.3% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling