+125.8%
SOUN vs MAGS
+187.7%
-61.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.9% |
| 7D | -4.4% | +0.8% | -5.2% | -5.7% |
| 30D | -13.1% | +0.4% | -13.5% | -13.7% |
| 3M | -7.7% | +5.6% | -13.3% | -15.1% |
| 6M | -21.2% | +12.3% | -33.5% | -32.8% |
| YTD | -35.0% | +5.1% | -40.1% | -38.8% |
| 1Y | -56.4% | +14.0% | -70.3% | -63.2% |
| 3Y | +181.7% | +129.4% | +52.4% | +0.6% |
| All | +125.8% | +187.7% | -61.9% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling