+21.6%
SOUN vs MAGS
+184.9%
-163.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.6% |
| 7D | -15.1% | +1.7% | -16.8% | -17.2% |
| 30D | -23.0% | -5.8% | -17.2% | -16.5% |
| 3M | -53.3% | +0.2% | -53.6% | -53.9% |
| 6M | -58.6% | -2.7% | -55.9% | -57.2% |
| YTD | -65.0% | +4.1% | -69.1% | -66.8% |
| 1Y | -71.4% | +7.5% | -79.0% | -74.2% |
| 3Y | +75.4% | +122.0% | -46.7% | -35.2% |
| All | +21.6% | +184.9% | -163.3% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 5y: compounded portfolio wealth divided by compounded MAGS 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…
5y analysis · Full analysis span regression · 6 months rolling