+130.9%
SOUN vs MAS
+58.1%
+72.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.1% |
| 7D | -2.6% | +2.0% | -4.6% | -4.2% |
| 30D | -27.0% | +19.4% | -46.4% | -36.6% |
| 3M | -41.9% | +9.4% | -51.4% | -46.1% |
| 6M | -56.1% | +15.3% | -71.5% | -61.9% |
| YTD | -58.8% | +31.3% | -90.1% | -69.8% |
| 1Y | -71.1% | +34.9% | -106.0% | -79.6% |
| 3Y | +130.9% | +58.6% | +72.3% | +26.8% |
| All | +130.9% | +58.1% | +72.8% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling