+584.1%
MA vs SONY
+366.0%
+218.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.5% |
| 7D | -0.5% | -3.2% | +2.7% | +0.7% |
| 30D | +7.9% | +9.6% | -1.7% | +3.9% |
| 3M | +16.8% | +13.3% | +3.5% | +10.8% |
| 6M | +31.0% | +20.3% | +10.7% | +20.7% |
| YTD | +15.0% | +4.1% | +10.9% | +11.7% |
| 1Y | +17.0% | -11.9% | +28.9% | +21.6% |
| 3Y | +68.5% | +56.6% | +11.9% | +31.2% |
| 5Y | +85.0% | +10.9% | +74.0% | +65.6% |
| All | +584.1% | +366.0% | +218.1% | +255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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