+537.0%
MS vs SONY
+366.0%
+171.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +3.7% | -3.2% | +6.9% | +5.1% |
| 30D | +2.0% | +9.6% | -7.6% | -2.4% |
| 3M | -12.6% | +13.3% | -25.8% | -17.7% |
| 6M | -0.3% | +20.3% | -20.6% | -9.4% |
| YTD | +9.0% | +4.1% | +4.8% | +5.1% |
| 1Y | +13.9% | -11.9% | +25.7% | +18.5% |
| 3Y | +173.6% | +56.6% | +117.0% | +111.6% |
| 5Y | +122.0% | +10.9% | +111.0% | +98.4% |
| All | +537.0% | +366.0% | +171.0% | +234.7% |
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