+79.1%
MSFT vs SOUN
-22.7%
+101.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.7% | -5.2% | +2.5% | -2.5% |
| 30D | +2.7% | +4.8% | -2.1% | +2.4% |
| 3M | +17.0% | -15.9% | +32.8% | +17.6% |
| 6M | +23.8% | -17.4% | +41.2% | +24.3% |
| YTD | +4.0% | -32.4% | +36.4% | +5.0% |
| 1Y | -0.8% | -49.3% | +48.5% | +0.9% |
| 3Y | +55.6% | +167.5% | -111.9% | +46.4% |
| All | +79.1% | -22.7% | +101.8% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling