+78.7%
MA vs SOUN
-55.6%
+134.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +0.6% |
| 7D | +1.8% | -6.1% | +7.9% | +1.9% |
| 30D | +11.8% | -28.2% | +40.0% | +12.6% |
| 3M | +17.2% | -48.1% | +65.3% | +18.8% |
| 6M | +33.4% | -56.4% | +89.8% | +35.5% |
| YTD | +16.1% | -61.2% | +77.3% | +18.0% |
| 1Y | +19.9% | -73.1% | +93.1% | +22.8% |
| 3Y | +70.1% | +116.2% | -46.1% | +64.3% |
| All | +78.7% | -55.6% | +134.3% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 10y: compounded portfolio wealth divided by compounded SOUN 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…
10y analysis · Full analysis span regression · 6 months rolling