-45.7%
SOFI vs MTSI
+35.9%
-81.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.2% | -0.4% |
| 7D | -4.9% | +10.0% | -14.9% | -6.6% |
| 30D | +8.4% | -20.3% | +28.8% | +11.4% |
| 3M | -16.3% | -24.4% | +8.1% | -13.6% |
| 6M | +0.7% | -39.2% | +39.9% | +3.5% |
| YTD | -41.1% | +35.5% | -76.6% | -50.3% |
| 1Y | -45.7% | +43.0% | -88.7% | -56.0% |
| All | -45.7% | +35.9% | -81.6% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling