-28.0%
SOUN vs MSTZ
-99.2%
+71.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.9% | -8.0% | -2.1% |
| 7D | -15.1% | +30.8% | -45.9% | -9.9% |
| 30D | -23.0% | +41.2% | -64.2% | -15.3% |
| 3M | -53.3% | -60.9% | +7.6% | -57.8% |
| 6M | -58.6% | -15.7% | -42.9% | -52.3% |
| YTD | -65.0% | -75.2% | +10.2% | -63.7% |
| 1Y | -71.4% | -59.8% | -11.6% | -66.6% |
| All | -28.0% | -99.2% | +71.1% | -24.7% |
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 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