+42.0%
SOFI vs MTZ
+251.0%
-209.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | -1.1% |
| 7D | -4.9% | +1.4% | -6.3% | -5.7% |
| 30D | -3.5% | -14.5% | +11.0% | +3.6% |
| 3M | +3.9% | -32.9% | +36.8% | +21.9% |
| 6M | -6.5% | -20.8% | +14.3% | -0.8% |
| YTD | -33.8% | +10.6% | -44.4% | -42.0% |
| 1Y | -33.3% | +27.1% | -60.4% | -45.7% |
| 3Y | +94.6% | +166.1% | -71.5% | +8.1% |
| 5Y | +13.3% | +170.7% | -157.4% | -39.6% |
| All | +42.0% | +251.0% | -209.0% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling