-52.0%
SOUN vs MOS
-62.3%
+10.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.6% | -3.4% | -6.4% |
| 7D | -15.5% | -2.6% | -12.9% | -14.7% |
| 30D | -26.2% | +13.5% | -39.7% | -29.6% |
| 3M | -51.4% | -2.9% | -48.4% | -51.3% |
| 6M | -55.3% | -1.0% | -54.3% | -55.9% |
| YTD | -63.9% | -7.2% | -56.7% | -64.1% |
| 1Y | -72.8% | -11.4% | -61.4% | -72.6% |
| 3Y | +101.1% | -29.0% | +130.1% | +116.7% |
| All | -52.0% | -62.3% | +10.3% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling