-40.8%
SOFI vs MSI
+28.6%
-69.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.5% |
| 7D | +1.4% | +2.8% | -1.4% | +1.0% |
| 30D | +9.2% | +9.1% | 0.0% | +7.9% |
| 3M | -7.1% | +12.5% | -19.6% | -8.7% |
| 6M | +7.3% | +14.2% | -6.9% | +4.8% |
| YTD | -33.6% | +30.7% | -64.3% | -40.4% |
| 1Y | -40.8% | +27.5% | -68.3% | -31.3% |
| All | -40.8% | +28.6% | -69.4% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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