+29.1%
SOUN vs MSTZ
-99.1%
+128.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.4% | -1.1% |
| 7D | -7.1% | +17.0% | -24.2% | -3.9% |
| 30D | -15.4% | -61.8% | +46.4% | -27.8% |
| 3M | -10.6% | -54.6% | +44.0% | -16.6% |
| 6M | -19.6% | -59.3% | +39.6% | -21.2% |
| YTD | -37.2% | -74.6% | +37.4% | -38.0% |
| 1Y | -57.1% | -18.8% | -38.3% | -42.8% |
| All | +29.1% | -99.1% | +128.2% | +28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling