+29.5%
SOUN vs MSTZ
-99.1%
+128.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.6% | -9.7% | -1.7% |
| 7D | -6.8% | +24.8% | -31.6% | -2.3% |
| 30D | -15.2% | -59.2% | +44.0% | -26.7% |
| 3M | -7.0% | -56.9% | +49.9% | -14.1% |
| 6M | -20.5% | -57.6% | +37.1% | -21.4% |
| YTD | -37.0% | -73.6% | +36.6% | -37.3% |
| 1Y | -55.3% | -15.6% | -39.7% | -40.0% |
| All | +29.5% | -99.1% | +128.6% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling