+178.2%
SOUN vs MTCH
-0.9%
+179.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.1% |
| 7D | -7.1% | +1.3% | -8.4% | -7.8% |
| 30D | -15.4% | +15.9% | -31.3% | -22.4% |
| 3M | -10.6% | +23.3% | -33.8% | -22.0% |
| 6M | -19.6% | +40.1% | -59.8% | -34.5% |
| YTD | -37.2% | +33.6% | -70.8% | -47.5% |
| 1Y | -57.1% | +14.1% | -71.1% | -61.0% |
| 3Y | +178.2% | +1.4% | +176.8% | +75.4% |
| All | +178.2% | -0.9% | +179.1% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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