+41.1%
SOFI vs MSI
+190.5%
-149.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | -7.0% | -1.8% | -5.3% | -6.0% |
| 30D | -4.3% | -0.6% | -3.6% | -4.1% |
| 3M | +8.4% | +13.0% | -4.6% | -0.2% |
| 6M | -5.9% | +0.5% | -6.4% | -7.2% |
| YTD | -34.3% | +21.7% | -56.0% | -43.7% |
| 1Y | -32.6% | -2.6% | -29.9% | -32.7% |
| 3Y | +101.3% | +69.7% | +31.6% | +31.1% |
| 5Y | +12.6% | +102.8% | -90.2% | -41.1% |
| All | +41.1% | +190.5% | -149.5% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling