-16.5%
SOUN vs MSI
+124.7%
-141.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.7% |
| 7D | -7.1% | -0.4% | -6.7% | -6.8% |
| 30D | -15.4% | -0.8% | -14.6% | -15.0% |
| 3M | -10.6% | +13.9% | -24.5% | -19.8% |
| 6M | -19.6% | +1.3% | -21.0% | -21.0% |
| YTD | -37.2% | +22.3% | -59.5% | -48.4% |
| 1Y | -57.1% | -3.9% | -53.2% | -56.2% |
| 3Y | +178.2% | +69.9% | +108.3% | +77.9% |
| All | -16.5% | +124.7% | -141.2% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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