-52.0%
SOUN vs MOD
+1,248.2%
-1,300.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -7.7% |
| 7D | -15.5% | +16.1% | -31.6% | -20.9% |
| 30D | -26.2% | -38.5% | +12.3% | -11.8% |
| 3M | -51.4% | -46.8% | -4.5% | -38.8% |
| 6M | -55.3% | -61.6% | +6.3% | -37.2% |
| YTD | -63.9% | -20.5% | -43.4% | -65.3% |
| 1Y | -72.8% | -28.0% | -44.8% | -73.0% |
| 3Y | +101.1% | +134.9% | -33.8% | +11.0% |
| All | -52.0% | +1,248.2% | -1,300.2% | -89.4% |
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 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