-11.5%
MP vs SOUN
-52.9%
+41.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.5% | +8.5% | +5.3% |
| 7D | -10.5% | -2.6% | -7.9% | -10.3% |
| 30D | -23.5% | -27.0% | +3.5% | -21.4% |
| 3M | -25.4% | -41.9% | +16.5% | -21.8% |
| 6M | -51.3% | -56.1% | +4.9% | -47.7% |
| YTD | -29.9% | -58.8% | +28.9% | -24.8% |
| 1Y | -31.8% | -71.1% | +39.3% | -25.0% |
| 3Y | +127.0% | +130.9% | -3.9% | +108.8% |
| All | -11.5% | -52.9% | +41.4% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling