-10.1%
SOUN vs MAS
+42.9%
-53.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -1.1% |
| 7D | -5.2% | -0.8% | -4.5% | -4.8% |
| 30D | +4.8% | -5.6% | +10.4% | +8.7% |
| 3M | -15.9% | +4.4% | -20.3% | -19.2% |
| 6M | -17.4% | +7.2% | -24.6% | -23.1% |
| YTD | -32.4% | +16.1% | -48.5% | -41.6% |
| 1Y | -49.3% | +0.1% | -49.4% | -51.1% |
| 3Y | +167.5% | +28.3% | +139.2% | +125.2% |
| All | -10.1% | +42.9% | -53.0% | -19.9% |
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