-16.5%
SOUN vs MTB
+60.8%
-77.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.6% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | -15.4% | -4.8% | -10.6% | -11.7% |
| 3M | -10.6% | +6.0% | -16.5% | -16.5% |
| 6M | -19.6% | +19.6% | -39.3% | -34.0% |
| YTD | -37.2% | +21.5% | -58.7% | -49.6% |
| 1Y | -57.1% | +24.7% | -81.8% | -66.5% |
| 3Y | +178.2% | +108.6% | +69.6% | +29.8% |
| All | -16.5% | +60.8% | -77.4% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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