-52.0%
SOUN vs MSI
+156.3%
-208.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.9% | -7.0% | -7.2% |
| 7D | -15.5% | +2.6% | -18.1% | -17.2% |
| 30D | -26.2% | +18.1% | -44.4% | -35.5% |
| 3M | -51.4% | +13.2% | -64.6% | -56.1% |
| 6M | -55.3% | +36.3% | -91.6% | -65.5% |
| YTD | -63.9% | +39.5% | -103.4% | -73.3% |
| 1Y | -72.8% | +36.9% | -109.7% | -79.6% |
| 3Y | +101.1% | +76.1% | +25.0% | +24.8% |
| All | -52.0% | +156.3% | -208.3% | -80.5% |
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