-12.4%
SOUN vs MOD
+2,344.1%
-2,356.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | -4.1% | +6.3% | -10.4% | -6.7% |
| 30D | -18.1% | -1.7% | -16.4% | -17.9% |
| 3M | -12.3% | -30.1% | +17.8% | +0.3% |
| 6M | -18.6% | +2.7% | -21.3% | -23.9% |
| YTD | -34.1% | +44.1% | -78.2% | -49.1% |
| 1Y | -57.0% | +38.7% | -95.8% | -67.0% |
| 3Y | +185.7% | +309.8% | -124.1% | +27.7% |
| All | -12.4% | +2,344.1% | -2,356.5% | -84.5% |
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