-12.4%
SOUN vs MTZ
+238.2%
-250.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.8% | -6.3% | -4.4% |
| 7D | -4.1% | +3.6% | -7.6% | -5.9% |
| 30D | -18.1% | -9.6% | -8.4% | -14.3% |
| 3M | -12.3% | -31.9% | +19.7% | +3.1% |
| 6M | -18.6% | -13.8% | -4.8% | -16.7% |
| YTD | -34.1% | +13.3% | -47.4% | -42.2% |
| 1Y | -57.0% | +39.3% | -96.3% | -66.3% |
| 3Y | +185.7% | +168.3% | +17.3% | +62.7% |
| All | -12.4% | +238.2% | -250.6% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling