-32.7%
SOFI vs MSI
+124.3%
-157.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -4.9% | +3.2% | -8.1% | -6.6% |
| 30D | +8.4% | +17.6% | -9.2% | -1.8% |
| 3M | -16.3% | +14.5% | -30.9% | -23.2% |
| 6M | +0.7% | +34.3% | -33.5% | -17.0% |
| YTD | -41.1% | +39.7% | -80.8% | -53.9% |
| 1Y | -45.7% | +40.2% | -85.8% | -57.7% |
| 3Y | +119.0% | +77.1% | +41.9% | +38.5% |
| All | -32.7% | +124.3% | -157.0% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling