+119.0%
SOFI vs MSI
+76.4%
+42.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -4.9% | +3.2% | -8.1% | -6.0% |
| 30D | +8.4% | +17.6% | -9.2% | +1.9% |
| 3M | -16.3% | +14.5% | -30.9% | -20.7% |
| 6M | +0.7% | +34.3% | -33.5% | -11.2% |
| YTD | -41.1% | +39.7% | -80.8% | -50.3% |
| 1Y | -45.7% | +40.2% | -85.8% | -54.3% |
| 3Y | +119.0% | +77.1% | +41.9% | +90.5% |
| All | +119.0% | +76.4% | +42.7% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling