-10.1%
SOUN vs MOD
+2,373.4%
-2,383.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -1.8% |
| 7D | -5.2% | +9.6% | -14.8% | -9.0% |
| 30D | +4.8% | 0.0% | +4.8% | +4.3% |
| 3M | -15.9% | -35.4% | +19.5% | -0.4% |
| 6M | -17.4% | -7.3% | -10.1% | -19.2% |
| YTD | -32.4% | +45.8% | -78.2% | -48.1% |
| 1Y | -49.3% | +43.1% | -92.4% | -61.6% |
| 3Y | +167.5% | +297.7% | -130.2% | +20.5% |
| All | -10.1% | +2,373.4% | -2,383.6% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling