-16.3%
SOUN vs MTUM
+111.8%
-128.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | +0.3% |
| 7D | -6.8% | +1.2% | -8.1% | -8.9% |
| 30D | -15.2% | -1.7% | -13.6% | -13.5% |
| 3M | -7.0% | -0.5% | -6.5% | -10.5% |
| 6M | -20.5% | +22.3% | -42.9% | -50.5% |
| YTD | -37.0% | +21.4% | -58.4% | -60.0% |
| 1Y | -55.3% | +20.0% | -75.3% | -70.6% |
| 3Y | +173.0% | +113.0% | +60.1% | -31.0% |
| All | -16.3% | +111.8% | -128.1% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling