-42.4%
SOUN vs MAS
+70.6%
-113.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.6% | -0.8% | +1.3% |
| 7D | -2.7% | +14.2% | -16.9% | -10.7% |
| 30D | -26.5% | +26.8% | -53.3% | -37.1% |
| 3M | -33.6% | +13.1% | -46.8% | -38.9% |
| 6M | -54.4% | +27.9% | -82.3% | -61.9% |
| YTD | -56.7% | +38.7% | -95.3% | -66.7% |
| 1Y | -71.4% | +40.4% | -111.8% | -78.3% |
| 3Y | +134.8% | +66.1% | +68.7% | +70.7% |
| All | -42.4% | +70.6% | -113.0% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling