+122.1%
SOFI vs MSTU
-86.5%
+208.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.6% | +7.5% | +0.3% |
| 7D | +5.6% | +16.1% | -10.5% | +2.1% |
| 30D | -2.0% | +68.7% | -70.7% | -12.6% |
| 3M | +9.2% | -11.0% | +20.1% | +5.4% |
| 6M | -4.7% | -33.4% | +28.7% | -5.8% |
| YTD | -31.2% | -59.5% | +28.3% | -29.7% |
| 1Y | -30.6% | -93.4% | +62.7% | -6.8% |
| All | +122.1% | -86.5% | +208.5% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling