+13,824.1%
MA vs SONY
+215.3%
+13,608.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -2.7% | -1.2% | -1.5% | -2.3% |
| 30D | +1.5% | +9.4% | -7.9% | -1.8% |
| 3M | +20.4% | +10.5% | +9.9% | +15.7% |
| 6M | +11.1% | +11.7% | -0.5% | +5.8% |
| YTD | +2.0% | -4.1% | +6.0% | +2.3% |
| 1Y | -2.2% | -11.8% | +9.6% | +0.7% |
| 3Y | +41.9% | +45.9% | -4.0% | +17.9% |
| 5Y | +75.4% | +16.3% | +59.1% | +56.5% |
| 10Y | +527.5% | +297.6% | +229.9% | +251.6% |
| All | +13,824.1% | +215.3% | +13,608.8% | +7,184.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling