-48.4%
SOUN vs MAS
+67.3%
-115.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -3.6% |
| 7D | -6.1% | +3.6% | -9.7% | -8.2% |
| 30D | -28.2% | +23.8% | -52.0% | -37.6% |
| 3M | -48.1% | +14.4% | -62.5% | -52.7% |
| 6M | -56.4% | +19.7% | -76.2% | -62.0% |
| YTD | -61.2% | +36.0% | -97.1% | -69.8% |
| 1Y | -73.1% | +40.4% | -113.5% | -79.7% |
| 3Y | +116.2% | +58.9% | +57.3% | +60.6% |
| All | -48.4% | +67.3% | -115.7% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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