-71.4%
SOUN vs MSTZ
-63.1%
-8.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -9.6% | +14.4% | +3.0% |
| 7D | -2.7% | +0.7% | -3.4% | -2.1% |
| 30D | -26.5% | +16.6% | -43.1% | -22.6% |
| 3M | -33.6% | -74.7% | +41.0% | -45.4% |
| 6M | -54.4% | -43.9% | -10.5% | -50.8% |
| YTD | -56.7% | -84.0% | +27.4% | -60.2% |
| 1Y | -71.4% | -65.1% | -6.4% | -66.5% |
| All | -71.4% | -63.1% | -8.4% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling