-71.4%
SOUN vs MTSI
+59.5%
-131.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.1% |
| 7D | -2.7% | -10.7% | +7.9% | -0.3% |
| 30D | -26.5% | -29.0% | +2.5% | -20.9% |
| 3M | -33.6% | -14.7% | -18.9% | -32.6% |
| 6M | -54.4% | -20.1% | -34.3% | -54.3% |
| YTD | -56.7% | +36.1% | -92.8% | -62.3% |
| 1Y | -71.4% | +61.7% | -133.2% | -76.6% |
| All | -71.4% | +59.5% | -131.0% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling