+67.5%
MA vs SONY
+11.4%
+56.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.1% |
| 7D | -1.8% | -5.2% | +3.4% | -0.1% |
| 30D | +1.4% | +0.3% | +1.1% | +1.2% |
| 3M | +17.7% | +6.2% | +11.5% | +15.0% |
| 6M | +9.7% | +9.5% | +0.1% | +5.6% |
| YTD | +0.5% | -8.1% | +8.6% | +2.6% |
| 1Y | -2.1% | -17.9% | +15.9% | +3.7% |
| 3Y | +40.1% | +41.5% | -1.4% | +15.9% |
| 5Y | +67.5% | +11.8% | +55.7% | +51.3% |
| All | +67.5% | +11.4% | +56.1% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling