-16.3%
SOUN vs MTB
+60.3%
-76.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.5% |
| 7D | -6.8% | -0.4% | -6.4% | -6.5% |
| 30D | -15.2% | -4.6% | -10.7% | -11.7% |
| 3M | -7.0% | +7.4% | -14.4% | -14.3% |
| 6M | -20.5% | +18.7% | -39.2% | -34.2% |
| YTD | -37.0% | +21.1% | -58.1% | -49.3% |
| 1Y | -55.3% | +24.1% | -79.4% | -65.0% |
| 3Y | +173.0% | +115.3% | +57.7% | +23.3% |
| All | -16.3% | +60.3% | -76.6% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling