+33.6%
SOUN vs MSTU
-87.2%
+120.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.1% | -0.3% |
| 7D | -4.4% | +12.9% | -17.3% | -8.1% |
| 30D | -13.1% | +68.3% | -81.5% | -25.2% |
| 3M | -7.7% | +0.4% | -8.1% | -13.8% |
| 6M | -21.2% | -41.5% | +20.3% | -19.9% |
| YTD | -35.0% | -61.7% | +26.7% | -32.5% |
| 1Y | -56.4% | -93.7% | +37.3% | -36.7% |
| All | +33.6% | -87.2% | +120.8% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling