-48.4%
SOUN vs MSI
+154.9%
-203.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -6.1% | +7.4% | -13.5% | -11.3% |
| 30D | -28.2% | +18.7% | -46.9% | -37.6% |
| 3M | -48.1% | +14.5% | -62.6% | -53.6% |
| 6M | -56.4% | +38.1% | -94.5% | -66.8% |
| YTD | -61.2% | +38.7% | -99.9% | -71.2% |
| 1Y | -73.1% | +35.4% | -108.5% | -79.7% |
| 3Y | +116.2% | +75.1% | +41.1% | +34.7% |
| All | -48.4% | +154.9% | -203.3% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling