+178.2%
SOUN vs MTUM
+114.7%
+63.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -2.5% |
| 7D | -7.1% | +0.7% | -7.8% | -8.3% |
| 30D | -15.4% | -2.4% | -13.0% | -12.4% |
| 3M | -10.6% | -3.6% | -6.9% | -8.6% |
| 6M | -19.6% | +23.7% | -43.3% | -52.2% |
| YTD | -37.2% | +22.9% | -60.1% | -62.1% |
| 1Y | -57.1% | +21.8% | -78.8% | -73.1% |
| 3Y | +178.2% | +114.4% | +63.8% | -38.5% |
| All | +178.2% | +114.7% | +63.5% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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