+15,762.5%
MA vs SONY
+242.9%
+15,519.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | +1.8% | +5.2% | -3.4% | -0.2% |
| 30D | +11.8% | +10.7% | +1.1% | +7.7% |
| 3M | +17.2% | +12.1% | +5.0% | +12.1% |
| 6M | +33.4% | +32.6% | +0.8% | +19.5% |
| YTD | +16.1% | +4.3% | +11.8% | +12.8% |
| 1Y | +19.9% | -4.5% | +24.4% | +20.0% |
| 3Y | +70.1% | +56.9% | +13.2% | +37.7% |
| 5Y | +89.6% | +12.5% | +77.2% | +71.4% |
| 10Y | +568.4% | +371.7% | +196.7% | +252.4% |
| All | +15,762.5% | +242.9% | +15,519.6% | +7,933.5% |
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