-53.5%
SOUN vs MSI
+156.7%
-210.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.2% |
| 7D | -15.1% | +3.2% | -18.3% | -17.2% |
| 30D | -23.0% | +17.6% | -40.6% | -32.4% |
| 3M | -53.3% | +14.5% | -67.9% | -58.2% |
| 6M | -58.6% | +34.3% | -92.8% | -67.6% |
| YTD | -65.0% | +39.7% | -104.7% | -74.2% |
| 1Y | -71.4% | +40.2% | -111.6% | -79.1% |
| 3Y | +75.4% | +77.1% | -1.8% | +8.4% |
| All | -53.5% | +156.7% | -210.2% | -81.1% |
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