+49.6%
MSFT vs SOUN
+185.7%
-136.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -1.0% |
| 7D | -1.4% | -4.1% | +2.7% | -1.2% |
| 30D | -1.0% | -18.1% | +17.1% | +0.2% |
| 3M | +20.2% | -12.3% | +32.5% | +20.8% |
| 6M | +21.3% | -18.6% | +39.9% | +22.1% |
| YTD | +2.8% | -34.1% | +36.9% | +4.3% |
| 1Y | 0.0% | -57.0% | +57.0% | +3.0% |
| All | +49.6% | +185.7% | -136.1% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling