-40.8%
SOFI vs MTZ
-14.7%
-26.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -15.4% | +19.0% | +7.4% |
| 7D | +1.4% | -7.4% | +8.8% | +2.2% |
| 30D | +9.2% | -23.6% | +32.8% | +16.3% |
| 3M | -7.1% | -38.3% | +31.3% | +4.9% |
| 6M | +7.3% | -60.6% | +67.9% | +37.3% |
| YTD | -33.6% | -22.9% | -10.7% | -44.8% |
| 1Y | -40.8% | -14.3% | -26.6% | -60.7% |
| All | -40.8% | -14.7% | -26.1% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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