-16.5%
SOUN vs MTZ
+230.2%
-246.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.9% | -2.1% |
| 7D | -7.1% | +1.4% | -8.5% | -7.9% |
| 30D | -15.4% | -14.5% | -0.9% | -9.1% |
| 3M | -10.6% | -32.9% | +22.4% | +5.9% |
| 6M | -19.6% | -20.8% | +1.2% | -13.9% |
| YTD | -37.2% | +10.6% | -47.8% | -44.3% |
| 1Y | -57.1% | +27.1% | -84.1% | -64.5% |
| 3Y | +178.2% | +166.1% | +12.1% | +59.7% |
| All | -16.5% | +230.2% | -246.8% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling