+15.0%
SOFI vs MTSI
+320.9%
-305.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.0% | -3.6% |
| 7D | +0.9% | +1.4% | -0.5% | 0.0% |
| 30D | -0.2% | +2.1% | -2.2% | -3.6% |
| 3M | +6.2% | -29.7% | +36.0% | +25.9% |
| 6M | -2.6% | +12.5% | -15.1% | -20.2% |
| YTD | -30.4% | +57.0% | -87.4% | -56.7% |
| 1Y | -28.2% | +103.9% | -132.1% | -64.2% |
| 3Y | +107.3% | +223.6% | -116.3% | -34.2% |
| All | +15.0% | +320.9% | -305.9% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling