+174.0%
SOUN vs MAS
+29.0%
+144.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -1.4% |
| 7D | -5.2% | -0.8% | -4.5% | -4.7% |
| 30D | +4.8% | -5.6% | +10.4% | +9.6% |
| 3M | -15.9% | +4.4% | -20.3% | -20.4% |
| 6M | -17.4% | +7.2% | -24.6% | -25.3% |
| YTD | -32.4% | +16.1% | -48.5% | -45.2% |
| 1Y | -49.3% | +0.1% | -49.4% | -51.9% |
| All | +174.0% | +29.0% | +144.9% | +98.2% |
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