-46.0%
SOUN vs MOD
+1,248.8%
-1,294.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.9% | -11.3% | -5.5% |
| 7D | -1.0% | -13.9% | +13.0% | +2.8% |
| 30D | -24.9% | -41.5% | +16.7% | -8.2% |
| 3M | -49.5% | -45.7% | -3.8% | -37.0% |
| 6M | -54.4% | -61.1% | +6.7% | -36.3% |
| YTD | -59.4% | -20.5% | -38.9% | -61.0% |
| 1Y | -71.4% | -32.1% | -39.2% | -70.7% |
| 3Y | +134.1% | +146.5% | -12.4% | +27.1% |
| All | -46.0% | +1,248.8% | -1,294.8% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling