-33.3%
SOFI vs MTSI
+119.6%
-152.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.1% | -7.9% | -4.5% |
| 7D | -2.9% | +11.1% | -13.9% | -4.8% |
| 30D | -4.4% | -3.7% | -0.7% | -4.0% |
| 3M | +5.2% | -20.2% | +25.5% | +6.5% |
| 6M | -7.8% | +30.8% | -38.6% | -17.5% |
| YTD | -33.8% | +67.0% | -100.9% | -45.5% |
| 1Y | -33.3% | +120.4% | -153.7% | -49.0% |
| All | -33.3% | +119.6% | -152.8% | -49.0% |
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