-52.0%
SOUN vs MTSI
+357.4%
-409.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.6% | -6.3% | -7.1% |
| 7D | -15.5% | +29.1% | -44.6% | -26.6% |
| 30D | -26.2% | -20.4% | -5.8% | -19.8% |
| 3M | -51.4% | -20.9% | -30.4% | -48.6% |
| 6M | -55.3% | -32.3% | -23.1% | -50.1% |
| YTD | -63.9% | +43.5% | -107.4% | -76.8% |
| 1Y | -72.8% | +43.8% | -116.6% | -82.6% |
| 3Y | +101.1% | +218.8% | -117.6% | -30.0% |
| All | -52.0% | +357.4% | -409.4% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling