-71.1%
SOUN vs MTSI
+38.8%
-109.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.8% | -14.4% | -6.0% |
| 7D | -2.6% | -10.0% | +7.4% | -0.8% |
| 30D | -27.0% | -37.2% | +10.2% | -18.7% |
| 3M | -41.9% | -30.1% | -11.9% | -37.9% |
| 6M | -56.1% | -31.9% | -24.2% | -54.8% |
| YTD | -58.8% | +23.2% | -82.0% | -67.5% |
| 1Y | -71.1% | +26.4% | -97.5% | -78.4% |
| All | -71.1% | +38.8% | -109.9% | -78.4% |
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 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