+76.5%
MSFT vs SOUN
-28.0%
+104.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.3% |
| 7D | -3.5% | -6.8% | +3.4% | -3.2% |
| 30D | -2.1% | -15.2% | +13.2% | -1.4% |
| 3M | +24.2% | -7.0% | +31.1% | +24.4% |
| 6M | +21.9% | -20.5% | +42.4% | +22.6% |
| YTD | +2.5% | -37.0% | +39.5% | +3.8% |
| 1Y | -0.8% | -55.3% | +54.5% | +1.4% |
| 3Y | +50.8% | +173.0% | -122.3% | +41.9% |
| All | +76.5% | -28.0% | +104.5% | +65.0% |
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