+794.2%
MS vs SONY
+271.8%
+522.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +1.1% |
| 7D | +2.5% | -5.2% | +7.6% | +4.8% |
| 30D | 0.0% | +0.3% | -0.3% | -0.3% |
| 3M | +2.4% | +6.2% | -3.8% | -1.1% |
| 6M | +36.4% | +9.5% | +26.9% | +29.3% |
| YTD | +23.8% | -8.1% | +31.9% | +26.7% |
| 1Y | +48.6% | -17.9% | +66.6% | +59.5% |
| 3Y | +179.1% | +41.5% | +137.6% | +126.5% |
| 5Y | +144.8% | +11.8% | +133.0% | +117.5% |
| 10Y | +794.2% | +275.4% | +518.8% | +429.1% |
| All | +794.2% | +271.8% | +522.4% | +429.1% |
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