-28.0%
SOUN vs MSTU
-92.2%
+64.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.0% | +2.0% | -2.0% |
| 7D | -15.1% | -25.8% | +10.7% | -9.8% |
| 30D | -23.0% | -43.9% | +20.9% | -14.7% |
| 3M | -53.3% | +2.9% | -56.2% | -57.1% |
| 6M | -58.6% | -75.5% | +16.9% | -50.4% |
| YTD | -65.0% | -76.7% | +11.7% | -61.2% |
| 1Y | -71.4% | -88.9% | +17.5% | -63.7% |
| All | -28.0% | -92.2% | +64.2% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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