-48.4%
SOUN vs MTSI
+321.5%
-369.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -3.7% |
| 7D | -6.1% | -3.8% | -2.2% | -6.2% |
| 30D | -28.2% | -31.4% | +3.2% | -15.3% |
| 3M | -48.1% | -23.8% | -24.4% | -44.3% |
| 6M | -56.4% | -37.1% | -19.4% | -49.4% |
| YTD | -61.2% | +32.2% | -93.4% | -74.0% |
| 1Y | -73.1% | +26.9% | -100.1% | -81.5% |
| 3Y | +116.2% | +193.7% | -77.5% | -21.4% |
| All | -48.4% | +321.5% | -369.9% | -88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling