+110.6%
SOFI vs MTSI
+241.4%
-130.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -2.1% |
| 7D | +5.6% | +4.9% | +0.7% | +3.3% |
| 30D | -2.0% | -11.6% | +9.6% | +2.8% |
| 3M | +9.2% | -24.1% | +33.2% | +20.3% |
| 6M | -4.7% | +32.4% | -37.1% | -25.9% |
| YTD | -31.2% | +60.4% | -91.6% | -54.2% |
| 1Y | -30.6% | +111.0% | -141.6% | -62.3% |
| 3Y | +110.6% | +246.1% | -135.5% | -25.5% |
| All | +110.6% | +241.4% | -130.7% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling