+32.9%
SOFI vs MS
+214.2%
-181.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.6% |
| 7D | -3.3% | -1.6% | -1.7% | -1.7% |
| 30D | +3.5% | -3.8% | +7.3% | +7.9% |
| 3M | -10.4% | -14.6% | +4.2% | +4.8% |
| 6M | -0.6% | -5.1% | +4.5% | +4.4% |
| YTD | -38.1% | +4.5% | -42.6% | -41.2% |
| 1Y | -40.3% | +13.5% | -53.9% | -47.7% |
| 3Y | +116.4% | +160.4% | -44.0% | -12.0% |
| 5Y | -28.2% | +112.9% | -141.0% | -65.7% |
| All | +32.9% | +214.2% | -181.3% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling