+178.2%
SOUN vs MTZ
+160.5%
+17.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.9% | -2.4% |
| 7D | -7.1% | +1.4% | -8.5% | -8.0% |
| 30D | -15.4% | -14.5% | -0.9% | -8.0% |
| 3M | -10.6% | -32.9% | +22.4% | +8.4% |
| 6M | -19.6% | -20.8% | +1.2% | -14.0% |
| YTD | -37.2% | +10.6% | -47.8% | -46.8% |
| 1Y | -57.1% | +27.1% | -84.1% | -66.8% |
| 3Y | +178.2% | +166.1% | +12.1% | +49.3% |
| All | +178.2% | +160.5% | +17.8% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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