+499.0%
MA vs SONY
+286.8%
+212.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.5% | -5.8% | +2.3% | -1.2% |
| 30D | +0.7% | -0.4% | +1.1% | +0.8% |
| 3M | +15.8% | +13.3% | +2.5% | +9.8% |
| 6M | +10.2% | +8.5% | +1.7% | +5.6% |
| YTD | -0.5% | -8.1% | +7.6% | +1.7% |
| 1Y | -1.8% | -17.9% | +16.1% | +4.6% |
| 3Y | +38.7% | +41.4% | -2.7% | +12.4% |
| 5Y | +67.6% | +9.3% | +58.4% | +49.9% |
| All | +499.0% | +286.8% | +212.2% | +231.1% |
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