+231.3%
MSTR vs SOUN
-25.7%
+257.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.6% |
| 7D | +7.7% | -4.4% | +12.1% | +8.6% |
| 30D | +36.3% | -13.1% | +49.5% | +39.8% |
| 3M | +13.4% | -7.7% | +21.1% | +14.8% |
| 6M | -4.5% | -21.2% | +16.7% | -1.0% |
| YTD | -12.7% | -35.0% | +22.3% | -6.5% |
| 1Y | -59.6% | -56.4% | -3.2% | -54.1% |
| 3Y | +272.5% | +181.7% | +90.7% | +193.9% |
| All | +231.3% | -25.7% | +257.0% | +144.4% |
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 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