+37.3%
SOFI vs MTSI
+317.7%
-280.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.0% | -5.7% | -1.5% |
| 7D | +0.9% | +3.5% | -2.6% | -2.3% |
| 30D | +6.0% | -30.3% | +36.3% | +25.6% |
| 3M | -8.9% | -26.0% | +17.1% | +1.3% |
| 6M | +6.3% | -36.1% | +42.4% | +22.6% |
| YTD | -36.0% | +34.3% | -70.3% | -58.2% |
| 1Y | -40.6% | +35.3% | -75.9% | -61.4% |
| 3Y | +144.5% | +217.6% | -73.1% | -23.0% |
| 5Y | -24.3% | +210.1% | -234.4% | -77.2% |
| All | +37.3% | +317.7% | -280.4% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling