-70.9%
SOUN vs MOD
-33.2%
-37.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.3% |
| 7D | -9.5% | +8.2% | -17.7% | -11.2% |
| 30D | -21.3% | -38.2% | +16.8% | -12.6% |
| 3M | -47.2% | -46.2% | -1.0% | -39.7% |
| 6M | -53.7% | -62.5% | +8.8% | -43.5% |
| YTD | -60.8% | -20.1% | -40.7% | -58.8% |
| 1Y | -70.9% | -29.7% | -41.2% | -68.8% |
| All | -70.9% | -33.2% | -37.8% | -68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling