-53.5%
SOUN vs MOD
+1,623.8%
-1,677.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +27.9% | -30.9% | -13.9% |
| 7D | -15.1% | +40.4% | -55.5% | -27.6% |
| 30D | -23.0% | -14.0% | -9.0% | -21.3% |
| 3M | -53.3% | -33.3% | -20.0% | -47.4% |
| 6M | -58.6% | -51.4% | -7.1% | -48.0% |
| YTD | -65.0% | +1.6% | -66.6% | -70.1% |
| 1Y | -71.4% | +5.4% | -76.8% | -76.4% |
| 3Y | +75.4% | +191.0% | -115.6% | -13.1% |
| All | -53.5% | +1,623.8% | -1,677.2% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling