["European Journal of Education, Volume 61, Issue 2, June 2026. ", "\nABSTRACT\nUtilizing data from the PISA 2022 Turkey sample, this study investigates the mechanisms linking mathematics self‐efficacy to mathematics performance by examining the mediating roles of eight socio‐emotional and cognitive factors: perseverance, curiosity, cooperation, empathy, assertiveness, stress resistance, emotional control, and self‐efficacy in digital competencies. Theoretically, this study advances social cognitive research by demonstrating that the translation of academic self‐beliefs into achievement is not a uniform process, but is rather differentially channelled—and sometimes hindered—by specific non‐cognitive traits. Data were analysed using parallel multiple mediation and path analysis, incorporating plausible values to ensure robust parameter estimation. Results confirmed a significant positive direct effect of mathematics self‐efficacy on performance, indicating partial mediation. The indirect pathways revealed complex dynamics: curiosity, empathy, assertiveness, and stress resistance emerged as significant positive mediators, whereas perseverance and cooperation exhibited significant negative indirect effects. Emotional control and self‐efficacy in digital competencies showed no significant mediation. These divergent mediation effects point to highly specific policy implications. Because high self‐efficacy enhances performance through traits like curiosity and stress regulation, but is suppressed by standard cooperative and perseverance‐based pathways, educational interventions must move beyond generic confidence‐building. Policymakers and educators should explicitly leverage the positive mediators through inquiry‐driven instruction and stress management protocols, while critically redesigning how collaborative learning and repetitive persistence tasks are structured for high‐efficacy students.\n"]