+139.3%
SOUN vs MAS
+61.2%
+78.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.1% | +1.2% |
| 7D | -2.3% | +4.6% | -6.8% | -5.7% |
| 30D | -25.5% | +19.9% | -45.4% | -35.5% |
| 3M | -33.7% | +8.9% | -42.6% | -38.4% |
| 6M | -53.4% | +20.2% | -73.5% | -60.8% |
| YTD | -57.3% | +33.9% | -91.2% | -69.1% |
| 1Y | -72.9% | +34.7% | -107.6% | -80.6% |
| All | +139.3% | +61.2% | +78.1% | +29.5% |
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