+593.1%
MA vs SONY
+373.2%
+219.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.7% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +9.6% | +11.1% | -1.5% | +5.0% |
| 3M | +16.8% | +14.7% | +2.1% | +10.3% |
| 6M | +35.2% | +18.8% | +16.4% | +25.3% |
| YTD | +16.6% | +5.7% | +10.8% | +12.5% |
| 1Y | +19.8% | -8.1% | +27.8% | +22.3% |
| 3Y | +70.7% | +64.0% | +6.7% | +30.2% |
| 5Y | +87.4% | +12.6% | +74.8% | +66.8% |
| All | +593.1% | +373.2% | +219.9% | +257.7% |
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