-12.4%
SOUN vs MTB
+59.9%
-72.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.0% |
| 7D | -4.1% | +2.8% | -6.9% | -6.5% |
| 30D | -18.1% | -4.2% | -13.9% | -15.0% |
| 3M | -12.3% | +7.8% | -20.1% | -19.5% |
| 6M | -18.6% | +14.8% | -33.4% | -30.4% |
| YTD | -34.1% | +20.8% | -54.9% | -46.8% |
| 1Y | -57.0% | +23.1% | -80.1% | -66.1% |
| 3Y | +185.7% | +114.8% | +70.8% | +29.3% |
| All | -12.4% | +59.9% | -72.3% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling