+197.3%
MS vs SOUN
-24.7%
+222.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | +2.5% | -4.1% | +6.6% | +2.7% |
| 30D | 0.0% | -18.1% | +18.0% | +0.9% |
| 3M | +2.4% | -12.3% | +14.7% | +2.9% |
| 6M | +36.4% | -18.6% | +55.0% | +37.1% |
| YTD | +23.8% | -34.1% | +57.9% | +25.5% |
| 1Y | +48.6% | -57.0% | +105.7% | +53.1% |
| 3Y | +179.1% | +185.7% | -6.5% | +158.2% |
| All | +197.3% | -24.7% | +222.0% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 10y: compounded portfolio wealth divided by compounded SOUN 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…
10y analysis · Full analysis span regression · 6 months rolling