+112.2%
SOFI vs MSTZ
-99.1%
+211.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.6% | -7.3% | +0.4% |
| 7D | -7.0% | +24.8% | -31.8% | -3.3% |
| 30D | -4.3% | -59.2% | +54.9% | -14.4% |
| 3M | +8.4% | -56.9% | +65.3% | +1.8% |
| 6M | -5.9% | -57.6% | +51.7% | -6.8% |
| YTD | -34.3% | -73.6% | +39.3% | -34.4% |
| 1Y | -32.6% | -15.6% | -17.0% | -14.4% |
| All | +112.2% | -99.1% | +211.3% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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