-40.8%
SOFI vs MSTU
-88.0%
+47.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.3% | -6.7% | +1.9% |
| 7D | +1.4% | -4.8% | +6.2% | +2.0% |
| 30D | +9.2% | -29.6% | +38.7% | +14.4% |
| 3M | -7.1% | +69.4% | -76.4% | -19.4% |
| 6M | +7.3% | -62.2% | +69.5% | +17.1% |
| YTD | -33.6% | -61.1% | +27.5% | -32.7% |
| 1Y | -40.8% | -87.2% | +46.3% | -22.9% |
| All | -40.8% | -88.0% | +47.1% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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