+89.2%
MAR vs SOUN
-28.2%
+117.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -0.5% | -7.1% | +6.6% | -0.3% |
| 30D | -5.4% | -15.4% | +10.0% | -4.9% |
| 3M | -15.5% | -10.6% | -4.9% | -15.3% |
| 6M | +3.0% | -19.6% | +22.6% | +3.3% |
| YTD | +8.5% | -37.2% | +45.7% | +9.7% |
| 1Y | +26.0% | -57.1% | +83.0% | +28.8% |
| 3Y | +68.6% | +178.2% | -109.6% | +57.4% |
| All | +89.2% | -28.2% | +117.4% | +73.1% |
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