+33.6%
SOUN vs MSTZ
-99.2%
+132.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.8% | -0.3% |
| 7D | -4.4% | -23.6% | +19.1% | -8.2% |
| 30D | -13.1% | -60.7% | +47.6% | -25.5% |
| 3M | -7.7% | -58.3% | +50.6% | -15.4% |
| 6M | -21.2% | -60.0% | +38.9% | -23.0% |
| YTD | -35.0% | -75.2% | +40.2% | -36.2% |
| 1Y | -56.4% | -19.9% | -36.5% | -42.1% |
| All | +33.6% | -99.2% | +132.8% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling