-16.5%
SOUN vs MCO
+52.6%
-69.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.3% |
| 7D | -7.1% | -3.8% | -3.4% | -4.9% |
| 30D | -15.4% | -0.4% | -15.0% | -15.3% |
| 3M | -10.6% | +7.7% | -18.3% | -15.4% |
| 6M | -19.6% | +7.0% | -26.6% | -23.7% |
| YTD | -37.2% | -6.4% | -30.8% | -35.5% |
| 1Y | -57.1% | -7.6% | -49.4% | -55.8% |
| 3Y | +178.2% | +43.2% | +135.0% | +147.5% |
| All | -16.5% | +52.6% | -69.2% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling