+553.7%
MS vs SONY
+366.6%
+187.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.8% |
| 7D | +0.8% | +5.2% | -4.4% | -1.6% |
| 30D | -0.7% | +10.7% | -11.4% | -5.3% |
| 3M | -12.4% | +12.1% | -24.5% | -17.1% |
| 6M | -1.7% | +32.6% | -34.3% | -14.7% |
| YTD | +8.0% | +4.3% | +3.7% | +4.2% |
| 1Y | +16.2% | -4.5% | +20.7% | +16.5% |
| 3Y | +171.3% | +56.9% | +114.4% | +109.6% |
| 5Y | +124.8% | +12.5% | +112.3% | +99.6% |
| 10Y | +553.7% | +371.7% | +181.9% | +244.2% |
| All | +553.7% | +366.6% | +187.1% | +244.2% |
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