-13.6%
SOUN vs MCO
+52.5%
-66.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.5% |
| 7D | -4.4% | -3.1% | -1.3% | -2.6% |
| 30D | -13.1% | -0.5% | -12.6% | -13.0% |
| 3M | -7.7% | +5.7% | -13.4% | -11.7% |
| 6M | -21.2% | +3.0% | -24.2% | -23.3% |
| YTD | -35.0% | -6.5% | -28.5% | -33.2% |
| 1Y | -56.4% | -5.8% | -50.6% | -55.7% |
| 3Y | +181.7% | +43.1% | +138.6% | +150.8% |
| All | -13.6% | +52.5% | -66.1% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling