+80.9%
SOUN vs MOD
+135.8%
-54.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -7.7% |
| 7D | -15.5% | +16.1% | -31.6% | -21.2% |
| 30D | -26.2% | -38.5% | +12.3% | -10.7% |
| 3M | -51.4% | -46.8% | -4.5% | -37.8% |
| 6M | -55.3% | -61.6% | +6.3% | -35.7% |
| YTD | -63.9% | -20.5% | -43.4% | -66.2% |
| 1Y | -72.8% | -28.0% | -44.8% | -73.7% |
| All | +80.9% | +135.8% | -54.9% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling