-16.3%
SOUN vs MKSI
+138.7%
-155.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -1.8% |
| 7D | -6.8% | +4.9% | -11.7% | -9.3% |
| 30D | -15.2% | -11.0% | -4.3% | -10.5% |
| 3M | -7.0% | -17.1% | +10.1% | -2.0% |
| 6M | -20.5% | +16.4% | -36.9% | -32.9% |
| YTD | -37.0% | +64.3% | -101.3% | -57.9% |
| 1Y | -55.3% | +137.7% | -193.0% | -76.8% |
| 3Y | +173.0% | +189.1% | -16.1% | +24.5% |
| All | -16.3% | +138.7% | -155.0% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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