+32.9%
SOFI vs MTSI
+283.1%
-250.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.8% | -9.8% | -4.8% |
| 7D | -3.3% | -10.0% | +6.7% | +1.0% |
| 30D | +3.5% | -37.2% | +40.7% | +29.9% |
| 3M | -10.4% | -30.1% | +19.6% | +2.6% |
| 6M | -0.6% | -31.9% | +31.3% | +8.2% |
| YTD | -38.1% | +23.2% | -61.3% | -57.6% |
| 1Y | -40.3% | +26.4% | -66.7% | -59.8% |
| 3Y | +116.4% | +186.2% | -69.7% | -27.5% |
| 5Y | -28.2% | +187.0% | -215.2% | -77.4% |
| All | +32.9% | +283.1% | -250.2% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling