-71.4%
SOUN vs MCO
+9.9%
-81.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.9% | 0.0% | +2.5% |
| 7D | -2.7% | +10.7% | -13.4% | -7.3% |
| 30D | -26.5% | +17.9% | -44.4% | -32.3% |
| 3M | -33.6% | +9.5% | -43.1% | -36.7% |
| 6M | -54.4% | +18.1% | -72.4% | -58.9% |
| YTD | -56.7% | +4.1% | -60.8% | -59.4% |
| 1Y | -71.4% | +9.3% | -80.8% | -73.8% |
| All | -71.4% | +9.9% | -81.3% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling