-12.4%
SOUN vs MSI
+123.2%
-135.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.7% |
| 7D | -4.1% | -5.8% | +1.7% | +0.5% |
| 30D | -18.1% | -1.0% | -17.1% | -17.5% |
| 3M | -12.3% | +14.2% | -26.4% | -21.5% |
| 6M | -18.6% | +1.0% | -19.6% | -19.8% |
| YTD | -34.1% | +21.5% | -55.6% | -45.5% |
| 1Y | -57.0% | -2.1% | -54.9% | -57.0% |
| 3Y | +185.7% | +69.3% | +116.3% | +83.2% |
| All | -12.4% | +123.2% | -135.6% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling